+239.5%
ZETA vs VRSK
+7.2%
+232.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.7% | -5.2% | +1.4% | -1.0% |
| 30D | +5.7% | -2.3% | +8.0% | +7.0% |
| 3M | +50.4% | -2.9% | +53.4% | +51.4% |
| 6M | +65.5% | -12.8% | +78.3% | +75.6% |
| YTD | +48.3% | -20.8% | +69.1% | +65.4% |
| 1Y | +45.4% | -33.2% | +78.6% | +77.6% |
| 3Y | +270.8% | -26.6% | +297.3% | +312.2% |
| 5Y | +336.1% | -11.3% | +347.5% | +296.3% |
| All | +239.5% | +7.2% | +232.3% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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