+252.6%
ZETA vs VTR
+85.6%
+167.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.5% |
| 7D | +2.7% | -1.7% | +4.3% | +3.2% |
| 30D | +15.8% | -2.4% | +18.3% | +16.4% |
| 3M | +35.4% | +14.8% | +20.6% | +29.1% |
| 6M | +67.1% | +5.3% | +61.8% | +63.0% |
| YTD | +54.1% | +18.1% | +36.0% | +43.8% |
| 1Y | +67.8% | +36.7% | +31.1% | +46.8% |
| 3Y | +311.4% | +130.1% | +181.3% | +186.3% |
| 5Y | +324.8% | +89.5% | +235.3% | +190.6% |
| All | +252.6% | +85.6% | +167.1% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling