+141.4%
ZETA vs VIK
+225.3%
-83.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.7% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | +10.5% | -18.0% | +28.5% | +22.4% |
| 3M | +44.3% | -5.8% | +50.1% | +46.8% |
| 6M | +59.4% | +17.2% | +42.3% | +39.3% |
| YTD | +49.5% | +19.1% | +30.4% | +29.0% |
| 1Y | +62.7% | +33.6% | +29.0% | +29.8% |
| All | +141.4% | +225.3% | -83.9% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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