+231.5%
ZETA vs VCIT
+4.1%
+227.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.7% |
| 7D | -10.0% | +0.5% | -10.4% | -10.7% |
| 30D | -10.6% | +2.1% | -12.6% | -13.8% |
| 3M | +8.9% | -1.6% | +10.4% | +11.8% |
| 6M | +65.1% | -1.6% | +66.7% | +70.0% |
| YTD | +44.8% | -1.5% | +46.3% | +49.1% |
| 1Y | +47.8% | -0.4% | +48.2% | +49.5% |
| 3Y | +248.8% | +19.6% | +229.2% | +169.8% |
| 5Y | +220.3% | +3.3% | +217.1% | +128.1% |
| All | +231.5% | +4.1% | +227.4% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VCIT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling