+246.3%
ZETA vs VICR
+106.8%
+139.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.3% |
| 7D | -2.4% | +9.8% | -12.3% | -4.4% |
| 30D | +15.6% | -12.6% | +28.2% | +17.8% |
| 3M | +41.5% | -29.7% | +71.2% | +47.0% |
| 6M | +63.4% | +18.8% | +44.6% | +43.2% |
| YTD | +51.3% | +76.4% | -25.1% | +18.8% |
| 1Y | +65.8% | +282.4% | -216.6% | +5.8% |
| 3Y | +279.2% | +206.2% | +73.0% | +139.5% |
| 5Y | +341.8% | +53.9% | +287.8% | +191.6% |
| All | +246.3% | +106.8% | +139.6% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling