+242.2%
ZETA vs VSH
+50.4%
+191.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.1% | +3.5% | -3.6% | -1.3% |
| 30D | +10.5% | -4.4% | +14.8% | +11.5% |
| 3M | +44.3% | -45.8% | +90.1% | +70.8% |
| 6M | +59.4% | +90.1% | -30.7% | +4.3% |
| YTD | +49.5% | +120.3% | -70.8% | -10.4% |
| 1Y | +62.7% | +112.2% | -49.6% | -1.6% |
| 3Y | +274.6% | +36.6% | +238.0% | +178.4% |
| 5Y | +349.3% | +67.0% | +282.3% | +161.9% |
| All | +242.2% | +50.4% | +191.8% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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