+273.7%
ZETA vs VCLT
+12.6%
+261.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +10.5% | +0.1% | +10.3% | +10.2% |
| 3M | +44.3% | -2.9% | +47.2% | +50.1% |
| 6M | +59.4% | -4.0% | +63.4% | +68.7% |
| YTD | +49.5% | -2.2% | +51.7% | +54.5% |
| 1Y | +62.7% | -2.6% | +65.3% | +69.1% |
| All | +273.7% | +12.6% | +261.1% | +251.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling