+398.8%
ZETA vs VSXY
+37.5%
+361.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.9% |
| 7D | -3.7% | +0.1% | -3.9% | -3.8% |
| 30D | +5.7% | -18.7% | +24.4% | +10.0% |
| 3M | +50.4% | -4.0% | +54.4% | +49.8% |
| 6M | +65.5% | +67.5% | -2.0% | +38.2% |
| YTD | +48.3% | +39.7% | +8.7% | +29.5% |
| 1Y | +45.4% | +180.0% | -134.6% | +4.7% |
| 3Y | +270.8% | +337.3% | -66.5% | +119.2% |
| 5Y | +336.1% | +22.7% | +313.5% | +237.1% |
| All | +398.8% | +37.5% | +361.3% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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