+239.5%
ZETA vs VIAV
+122.4%
+117.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.9% | -2.2% |
| 7D | -3.7% | +11.2% | -14.9% | -6.8% |
| 30D | +5.7% | -10.1% | +15.8% | +8.0% |
| 3M | +50.4% | -22.9% | +73.3% | +57.2% |
| 6M | +65.5% | +28.8% | +36.7% | +34.3% |
| YTD | +48.3% | +117.5% | -69.1% | -9.5% |
| 1Y | +45.4% | +216.1% | -170.7% | -28.1% |
| 3Y | +270.8% | +292.2% | -21.4% | +58.2% |
| 5Y | +336.1% | +141.0% | +195.1% | +158.9% |
| All | +239.5% | +122.4% | +117.0% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling