+246.3%
ZETA vs VIVK
-100.0%
+346.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.4% | -1.8% |
| 7D | -2.4% | +13.1% | -15.5% | -2.5% |
| 30D | +15.6% | -29.7% | +45.2% | +15.8% |
| 3M | +41.5% | -93.0% | +134.5% | +43.9% |
| 6M | +63.4% | -98.0% | +161.4% | +67.8% |
| YTD | +51.3% | -97.8% | +149.1% | +55.2% |
| 1Y | +65.8% | -100.0% | +165.8% | +75.7% |
| 3Y | +279.2% | -100.0% | +379.2% | +292.0% |
| 5Y | +341.8% | -100.0% | +441.7% | +343.9% |
| All | +246.3% | -100.0% | +346.3% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling