+408.9%
ZETA vs VSXY
+42.7%
+366.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -2.7% |
| 7D | -2.4% | -6.8% | +4.3% | -1.4% |
| 30D | +15.6% | -20.4% | +35.9% | +20.8% |
| 3M | +41.5% | +2.9% | +38.6% | +38.7% |
| 6M | +63.4% | +67.9% | -4.5% | +36.7% |
| YTD | +51.3% | +44.9% | +6.4% | +31.1% |
| 1Y | +65.8% | +205.9% | -140.1% | +17.0% |
| 3Y | +279.2% | +373.9% | -94.7% | +119.6% |
| 5Y | +341.8% | +23.5% | +318.3% | +238.2% |
| All | +408.9% | +42.7% | +366.3% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling