+270.8%
ZETA vs VWO
+62.9%
+207.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.1% |
| 7D | -3.7% | -1.8% | -2.0% | -1.7% |
| 30D | +5.7% | -0.1% | +5.8% | +5.8% |
| 3M | +50.4% | +2.2% | +48.2% | +45.2% |
| 6M | +65.5% | +8.8% | +56.7% | +47.0% |
| YTD | +48.3% | +12.4% | +35.9% | +26.0% |
| 1Y | +45.4% | +15.6% | +29.8% | +20.0% |
| 3Y | +270.8% | +62.5% | +208.2% | +93.3% |
| All | +270.8% | +62.9% | +207.9% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling