+243.8%
ZETA vs VMC
+45.1%
+198.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | -6.5% | -3.7% | -2.8% | -3.9% |
| 30D | +4.8% | -12.8% | +17.6% | +15.9% |
| 3M | +53.3% | -7.9% | +61.3% | +60.8% |
| 6M | +66.8% | -7.5% | +74.3% | +72.6% |
| YTD | +50.2% | -11.6% | +61.8% | +59.1% |
| 1Y | +62.0% | -14.3% | +76.3% | +76.0% |
| 3Y | +276.4% | +18.5% | +257.9% | +208.5% |
| 5Y | +341.6% | +46.8% | +294.9% | +216.2% |
| All | +243.8% | +45.1% | +198.7% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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