+76.3%
ZETA vs VFC
+41.4%
+34.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.8% | +8.4% |
| 7D | +13.2% | +3.5% | +9.7% | +12.1% |
| 30D | +6.0% | +38.3% | -32.3% | -4.8% |
| 3M | +27.3% | +40.2% | -12.8% | +13.8% |
| 6M | +104.6% | +10.6% | +94.0% | +98.4% |
| YTD | +72.3% | +16.7% | +55.6% | +61.4% |
| 1Y | +76.3% | +45.0% | +31.3% | +43.8% |
| All | +76.3% | +41.4% | +34.9% | +43.8% |
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