+45.4%
ZETA vs VSXY
+184.3%
-138.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.6% |
| 7D | -3.7% | +0.1% | -3.9% | -3.8% |
| 30D | +5.7% | -18.7% | +24.4% | +8.3% |
| 3M | +50.4% | -4.0% | +54.4% | +49.6% |
| 6M | +65.5% | +67.5% | -2.0% | +40.1% |
| YTD | +48.3% | +39.7% | +8.7% | +32.9% |
| 1Y | +45.4% | +180.0% | -134.6% | +2.7% |
| All | +45.4% | +184.3% | -138.9% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling