+239.5%
ZETA vs VWO
+29.5%
+210.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.1% |
| 7D | -3.7% | -1.8% | -2.0% | -1.5% |
| 30D | +5.7% | -0.1% | +5.8% | +5.8% |
| 3M | +50.4% | +2.2% | +48.2% | +44.9% |
| 6M | +65.5% | +8.8% | +56.7% | +46.3% |
| YTD | +48.3% | +12.4% | +35.9% | +25.2% |
| 1Y | +45.4% | +15.6% | +29.8% | +19.0% |
| 3Y | +270.8% | +62.5% | +208.2% | +91.8% |
| 5Y | +336.1% | +34.3% | +301.9% | +202.3% |
| All | +239.5% | +29.5% | +210.0% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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