+58.7%
ZETA vs VG
-51.4%
+110.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.0% | -3.3% | -7.0% |
| 7D | -10.0% | -22.0% | +12.0% | -8.7% |
| 30D | -10.6% | -14.7% | +4.2% | -9.8% |
| 3M | +8.9% | -7.1% | +15.9% | +8.9% |
| 6M | +65.1% | -11.2% | +76.3% | +64.2% |
| YTD | +44.8% | +69.8% | -25.0% | +27.0% |
| 1Y | +47.8% | +49.9% | -2.1% | +31.7% |
| All | +58.7% | -51.4% | +110.1% | +39.6% |
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