+275.4%
ZETA vs VICR
+178.2%
+97.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.6% | +1.1% |
| 7D | -6.5% | -0.4% | -6.1% | -6.5% |
| 30D | +4.8% | -15.6% | +20.4% | +7.5% |
| 3M | +53.3% | -35.4% | +88.7% | +61.6% |
| 6M | +66.8% | +1.3% | +65.5% | +48.1% |
| YTD | +50.2% | +62.5% | -12.3% | +14.5% |
| 1Y | +62.0% | +255.5% | -193.4% | -3.7% |
| All | +275.4% | +178.2% | +97.2% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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