+252.6%
ZETA vs VFC
-79.9%
+332.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -4.9% |
| 7D | +2.7% | -1.6% | +4.3% | +3.1% |
| 30D | +15.8% | -11.6% | +27.4% | +20.9% |
| 3M | +35.4% | -18.1% | +53.5% | +43.5% |
| 6M | +67.1% | -27.4% | +94.5% | +83.6% |
| YTD | +54.1% | -24.8% | +78.9% | +67.4% |
| 1Y | +67.8% | -8.2% | +76.0% | +69.3% |
| 3Y | +311.4% | -29.1% | +340.5% | +314.4% |
| 5Y | +324.8% | -79.2% | +404.0% | +659.7% |
| All | +252.6% | -79.9% | +332.5% | +528.9% |
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