+67.8%
ZETA vs VIVK
-100.0%
+167.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -12.3% | +8.3% | -4.1% |
| 7D | +2.7% | -1.4% | +4.0% | +2.7% |
| 30D | +15.8% | -43.6% | +59.4% | +15.5% |
| 3M | +35.4% | -95.1% | +130.6% | +35.0% |
| 6M | +67.1% | -98.2% | +165.3% | +67.7% |
| YTD | +54.1% | -97.9% | +152.0% | +59.4% |
| 1Y | +67.8% | -100.0% | +167.8% | +52.1% |
| All | +67.8% | -100.0% | +167.8% | +52.1% |
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