+252.6%
ZETA vs VCLT
-11.9%
+264.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | +2.7% | -0.5% | +3.2% | +3.2% |
| 30D | +15.8% | -0.9% | +16.7% | +16.8% |
| 3M | +35.4% | -3.2% | +38.7% | +40.0% |
| 6M | +67.1% | -3.8% | +70.9% | +74.0% |
| YTD | +54.1% | -2.0% | +56.1% | +57.6% |
| 1Y | +67.8% | -0.8% | +68.6% | +69.8% |
| 3Y | +311.4% | +12.3% | +299.1% | +280.4% |
| 5Y | +324.8% | -15.4% | +340.2% | +286.9% |
| All | +252.6% | -11.9% | +264.5% | +239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling