+67.1%
ZETA vs VG
-51.4%
+118.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | -0.4% | -22.0% | +21.6% | +1.0% |
| 30D | -8.0% | -11.6% | +3.6% | -7.4% |
| 3M | +21.4% | -14.9% | +36.3% | +22.2% |
| 6M | +80.1% | -3.5% | +83.6% | +77.6% |
| YTD | +52.5% | +70.0% | -17.5% | +33.7% |
| 1Y | +58.5% | +50.0% | +8.5% | +41.2% |
| All | +67.1% | -51.4% | +118.5% | +46.9% |
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