+312.3%
ZETA vs VFC
-68.8%
+381.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.8% |
| 7D | +18.1% | +1.6% | +16.5% | +17.4% |
| 30D | +13.6% | +25.5% | -11.9% | +4.8% |
| 3M | +23.7% | +41.3% | -17.5% | +8.9% |
| 6M | +128.5% | +22.2% | +106.3% | +108.5% |
| YTD | +80.1% | +16.4% | +63.7% | +67.0% |
| 1Y | +98.0% | +38.4% | +59.6% | +72.4% |
| 3Y | +348.6% | +56.2% | +292.4% | +241.5% |
| 5Y | +286.6% | -68.2% | +354.8% | +474.3% |
| All | +312.3% | -68.8% | +381.1% | +527.4% |
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 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