+90.3%
ZETA vs VIVK
-100.0%
+190.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -27.5% | +30.1% | +2.6% |
| 7D | -5.0% | -68.7% | +63.7% | -4.9% |
| 30D | -3.3% | -90.0% | +86.7% | -3.3% |
| 3M | +31.0% | -98.1% | +129.0% | +31.1% |
| 6M | +72.2% | -99.9% | +172.1% | +75.9% |
| YTD | +56.2% | -99.9% | +156.1% | +67.0% |
| 1Y | +90.3% | -100.0% | +190.3% | +104.0% |
| All | +90.3% | -100.0% | +190.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling