+239.5%
ZETA vs VNQ
+10.4%
+229.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -2.0% |
| 7D | -3.7% | -1.3% | -2.5% | -2.4% |
| 30D | +5.7% | -2.6% | +8.3% | +8.6% |
| 3M | +50.4% | -2.0% | +52.5% | +53.3% |
| 6M | +65.5% | +4.3% | +61.1% | +56.3% |
| YTD | +48.3% | +9.2% | +39.1% | +32.6% |
| 1Y | +45.4% | +5.6% | +39.8% | +35.2% |
| 3Y | +270.8% | +30.8% | +239.9% | +177.0% |
| 5Y | +336.1% | +8.0% | +328.2% | +334.1% |
| All | +239.5% | +10.4% | +229.1% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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