+264.7%
ZETA vs VFC
-68.5%
+333.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.6% |
| 7D | +6.2% | +7.7% | -1.5% | +3.6% |
| 30D | -2.0% | +39.2% | -41.2% | -12.8% |
| 3M | +21.7% | +40.3% | -18.6% | +7.5% |
| 6M | +89.1% | +11.4% | +77.8% | +78.7% |
| YTD | +59.3% | +17.5% | +41.8% | +47.3% |
| 1Y | +66.2% | +45.9% | +20.3% | +42.2% |
| 3Y | +297.3% | +47.3% | +250.0% | +209.4% |
| 5Y | +227.5% | -67.2% | +294.7% | +386.4% |
| All | +264.7% | -68.5% | +333.2% | +453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling