+275.4%
ZETA vs VIVK
-100.0%
+375.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.5% |
| 7D | -6.5% | -9.5% | +3.0% | -6.5% |
| 30D | +4.8% | -35.1% | +40.0% | +4.9% |
| 3M | +53.3% | -93.4% | +146.7% | +54.9% |
| 6M | +66.8% | -98.0% | +164.8% | +70.2% |
| YTD | +50.2% | -97.9% | +148.0% | +54.4% |
| 1Y | +62.0% | -100.0% | +162.0% | +69.5% |
| All | +275.4% | -100.0% | +375.4% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling