+243.8%
ZETA vs VCLT
-13.1%
+256.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.6% |
| 7D | -6.5% | -1.3% | -5.2% | -5.3% |
| 30D | +4.8% | -1.1% | +6.0% | +6.0% |
| 3M | +53.3% | -3.7% | +57.0% | +59.1% |
| 6M | +66.8% | -4.0% | +70.8% | +74.1% |
| YTD | +50.2% | -3.4% | +53.6% | +55.8% |
| 1Y | +62.0% | -4.1% | +66.2% | +69.4% |
| 3Y | +276.4% | +11.0% | +265.4% | +252.3% |
| 5Y | +341.6% | -17.0% | +358.6% | +305.7% |
| All | +243.8% | -13.1% | +256.9% | +235.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling