+279.2%
ZETA vs VSH
+32.2%
+246.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -2.4% | +6.2% | -8.6% | -3.8% |
| 30D | +15.6% | -11.1% | +26.7% | +18.1% |
| 3M | +41.5% | -44.9% | +86.4% | +58.8% |
| 6M | +63.4% | +90.0% | -26.5% | +18.5% |
| YTD | +51.3% | +118.8% | -67.5% | +2.8% |
| 1Y | +65.8% | +109.0% | -43.2% | +13.8% |
| 3Y | +279.2% | +35.6% | +243.5% | +207.7% |
| All | +279.2% | +32.2% | +246.9% | +207.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling