+339.6%
ZETA vs VSXY
+19.2%
+320.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.3% |
| 7D | -0.1% | -10.7% | +10.7% | +2.1% |
| 30D | +10.5% | -24.3% | +34.7% | +17.3% |
| 3M | +44.3% | +1.0% | +43.3% | +41.8% |
| 6M | +59.4% | +57.4% | +2.1% | +33.5% |
| YTD | +49.5% | +39.8% | +9.7% | +28.9% |
| 1Y | +62.7% | +196.5% | -133.8% | +11.7% |
| 3Y | +274.6% | +357.2% | -82.6% | +102.5% |
| All | +339.6% | +19.2% | +320.4% | +275.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling