+341.8%
ZETA vs VMC
+52.4%
+289.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +15.6% | -9.1% | +24.7% | +24.3% |
| 3M | +41.5% | -4.1% | +45.6% | +43.9% |
| 6M | +63.4% | -5.5% | +69.0% | +66.6% |
| YTD | +51.3% | -8.9% | +60.2% | +56.8% |
| 1Y | +65.8% | -12.9% | +78.7% | +78.7% |
| 3Y | +279.2% | +22.1% | +257.1% | +196.9% |
| 5Y | +341.8% | +52.7% | +289.0% | +200.4% |
| All | +341.8% | +52.4% | +289.3% | +200.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling