+354.8%
ZETA vs VIG
+63.1%
+291.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.2% |
| 7D | -2.4% | -0.4% | -2.0% | -1.6% |
| 30D | +15.6% | -2.1% | +17.7% | +20.6% |
| 3M | +41.5% | +3.3% | +38.2% | +32.9% |
| 6M | +63.4% | +9.3% | +54.1% | +38.3% |
| YTD | +51.3% | +10.1% | +41.2% | +26.9% |
| 1Y | +65.8% | +14.7% | +51.1% | +30.2% |
| 3Y | +279.2% | +56.9% | +222.2% | +77.3% |
| All | +354.8% | +63.1% | +291.7% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling