+68.8%
ZETA vs VG
-39.3%
+108.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | +2.7% | +1.7% | +1.0% | +2.5% |
| 30D | +15.8% | +16.0% | -0.2% | +14.5% |
| 3M | +35.4% | +9.7% | +25.7% | +33.6% |
| 6M | +67.1% | +29.6% | +37.5% | +57.4% |
| YTD | +54.1% | +112.0% | -58.0% | +33.5% |
| 1Y | +67.8% | +12.8% | +55.0% | +59.2% |
| All | +68.8% | -39.3% | +108.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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