+67.8%
ZETA vs VCLT
-0.4%
+68.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | +2.7% | -0.5% | +3.2% | +3.5% |
| 30D | +15.8% | -0.9% | +16.7% | +17.4% |
| 3M | +35.4% | -3.2% | +38.7% | +42.4% |
| 6M | +67.1% | -3.8% | +70.9% | +75.8% |
| YTD | +54.1% | -2.0% | +56.1% | +58.2% |
| 1Y | +67.8% | -0.8% | +68.6% | +68.2% |
| All | +67.8% | -0.4% | +68.2% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling