+243.8%
ZETA vs VFC
-81.0%
+324.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +1.0% |
| 7D | -6.5% | -3.3% | -3.2% | -5.4% |
| 30D | +4.8% | -14.0% | +18.9% | +10.4% |
| 3M | +53.3% | -22.6% | +75.9% | +65.7% |
| 6M | +66.8% | -24.7% | +91.5% | +80.9% |
| YTD | +50.2% | -29.0% | +79.1% | +66.4% |
| 1Y | +62.0% | -13.8% | +75.8% | +67.2% |
| 3Y | +276.4% | -28.2% | +304.6% | +275.7% |
| 5Y | +341.6% | -79.0% | +420.6% | +699.7% |
| All | +243.8% | -81.0% | +324.7% | +525.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling