+344.5%
ZETA vs VRSK
-11.8%
+356.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | -3.7% | -5.2% | +1.4% | -1.0% |
| 30D | +5.7% | -2.3% | +8.0% | +7.1% |
| 3M | +50.4% | -2.9% | +53.4% | +51.4% |
| 6M | +65.5% | -12.8% | +78.3% | +76.0% |
| YTD | +48.3% | -20.8% | +69.1% | +66.0% |
| 1Y | +45.4% | -33.2% | +78.6% | +79.1% |
| 3Y | +270.8% | -26.6% | +297.3% | +312.7% |
| All | +344.5% | -11.8% | +356.3% | +274.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling