+252.6%
ZETA vs VMC
+52.0%
+200.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.8% |
| 7D | +2.7% | -4.3% | +7.0% | +5.8% |
| 30D | +15.8% | -8.2% | +24.1% | +23.4% |
| 3M | +35.4% | -7.0% | +42.5% | +41.1% |
| 6M | +67.1% | -10.8% | +77.9% | +78.3% |
| YTD | +54.1% | -7.4% | +61.4% | +57.6% |
| 1Y | +67.8% | -9.5% | +77.3% | +74.8% |
| 3Y | +311.4% | +20.5% | +290.9% | +233.7% |
| 5Y | +324.8% | +51.6% | +273.2% | +191.8% |
| All | +252.6% | +52.0% | +200.6% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling