+297.3%
ZETA vs VFC
+42.8%
+254.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.6% |
| 7D | +6.2% | +7.7% | -1.5% | +3.8% |
| 30D | -2.0% | +39.2% | -41.2% | -12.3% |
| 3M | +21.7% | +40.3% | -18.6% | +8.2% |
| 6M | +89.1% | +11.4% | +77.8% | +79.5% |
| YTD | +59.3% | +17.5% | +41.8% | +48.1% |
| 1Y | +66.2% | +45.9% | +20.3% | +43.5% |
| 3Y | +297.3% | +47.3% | +250.0% | +230.2% |
| All | +297.3% | +42.8% | +254.5% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling