+249.0%
ZETA vs VT
+62.6%
+186.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +4.8% |
| 7D | -0.4% | -2.3% | +1.9% | +4.3% |
| 30D | -8.0% | -5.0% | -3.1% | +1.8% |
| 3M | +21.4% | -4.9% | +26.3% | +34.0% |
| 6M | +80.1% | -1.5% | +81.6% | +84.7% |
| YTD | +52.5% | +8.5% | +44.0% | +29.7% |
| 1Y | +58.5% | +11.4% | +47.1% | +28.7% |
| 3Y | +281.7% | +70.1% | +211.6% | +48.3% |
| 5Y | +237.3% | +53.7% | +183.6% | +71.4% |
| All | +249.0% | +62.6% | +186.4% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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