+243.8%
ZETA vs VRSK
+7.0%
+236.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -6.5% | -7.7% | +1.2% | -2.4% |
| 30D | +4.8% | -2.8% | +7.7% | +6.5% |
| 3M | +53.3% | -3.7% | +57.0% | +55.0% |
| 6M | +66.8% | -12.8% | +79.6% | +77.0% |
| YTD | +50.2% | -21.0% | +71.1% | +67.6% |
| 1Y | +62.0% | -32.5% | +94.5% | +96.7% |
| 3Y | +276.4% | -26.5% | +302.9% | +318.1% |
| 5Y | +341.6% | -11.5% | +353.1% | +301.7% |
| All | +243.8% | +7.0% | +236.8% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling