+67.8%
ZETA vs VFC
-6.8%
+74.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -5.1% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | +15.8% | -11.6% | +27.4% | +22.2% |
| 3M | +35.4% | -18.1% | +53.5% | +44.3% |
| 6M | +67.1% | -27.4% | +94.5% | +87.7% |
| YTD | +54.1% | -24.8% | +78.9% | +69.7% |
| 1Y | +67.8% | -8.2% | +76.0% | +55.4% |
| All | +67.8% | -6.8% | +74.7% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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