+324.5%
ZETA vs VIG
+79.5%
+245.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.8% | +6.1% |
| 7D | +18.8% | -0.3% | +19.1% | +19.9% |
| 30D | +12.6% | +4.9% | +7.7% | +3.0% |
| 3M | +29.5% | +2.9% | +26.5% | +22.7% |
| 6M | +128.6% | +11.2% | +117.4% | +87.5% |
| YTD | +85.5% | +16.0% | +69.5% | +41.8% |
| 1Y | +90.6% | +17.0% | +73.7% | +44.3% |
| 3Y | +358.0% | +66.9% | +291.2% | +97.0% |
| 5Y | +282.0% | +65.8% | +216.2% | +67.7% |
| All | +324.5% | +79.5% | +245.0% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling