+239.5%
ZETA vs VIVK
-100.0%
+339.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.1% | -1.2% |
| 7D | -3.7% | -4.4% | +0.6% | -3.7% |
| 30D | +5.7% | -40.8% | +46.5% | +6.1% |
| 3M | +50.4% | -94.1% | +144.6% | +53.2% |
| 6M | +65.5% | -98.2% | +163.7% | +70.0% |
| YTD | +48.3% | -98.0% | +146.3% | +52.3% |
| 1Y | +45.4% | -100.0% | +145.3% | +53.8% |
| 3Y | +270.8% | -100.0% | +370.7% | +283.5% |
| 5Y | +336.1% | -100.0% | +436.1% | +340.5% |
| All | +239.5% | -100.0% | +339.5% | +241.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling