+207.2%
UMC vs ZETA
+68.7%
+138.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +4.7% |
| 7D | +5.0% | +2.7% | +2.3% | +4.8% |
| 30D | +7.7% | +15.8% | -8.1% | +7.0% |
| 3M | +1.7% | +35.4% | -33.8% | +0.9% |
| 6M | +113.9% | +67.1% | +46.8% | +108.3% |
| YTD | +168.9% | +54.1% | +114.8% | +159.4% |
| 1Y | +207.2% | +67.8% | +139.4% | +195.0% |
| All | +207.2% | +68.7% | +138.5% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling