+243.8%
ZETA vs VIG
+68.8%
+175.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.3% |
| 7D | -6.5% | -2.2% | -4.3% | -2.3% |
| 30D | +4.8% | -3.2% | +8.1% | +11.7% |
| 3M | +53.3% | +3.0% | +50.3% | +45.0% |
| 6M | +66.8% | +8.1% | +58.7% | +44.7% |
| YTD | +50.2% | +9.1% | +41.1% | +29.1% |
| 1Y | +62.0% | +12.6% | +49.5% | +32.9% |
| 3Y | +276.4% | +55.4% | +221.0% | +85.2% |
| 5Y | +341.6% | +62.8% | +278.8% | +105.4% |
| All | +243.8% | +68.8% | +175.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling