+341.6%
ZETA vs VTR
+90.0%
+251.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -6.5% | -1.8% | -4.7% | -6.0% |
| 30D | +4.8% | +4.0% | +0.8% | +3.6% |
| 3M | +53.3% | +7.8% | +45.5% | +49.2% |
| 6M | +66.8% | +6.4% | +60.5% | +62.1% |
| YTD | +50.2% | +18.3% | +31.9% | +39.8% |
| 1Y | +62.0% | +33.9% | +28.1% | +42.6% |
| 3Y | +276.4% | +134.3% | +142.0% | +157.1% |
| 5Y | +341.6% | +90.3% | +251.4% | +179.5% |
| All | +341.6% | +90.0% | +251.6% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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