+75.5%
UMC vs ZETA
+56.6%
+18.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -7.3% | -9.4% | -16.2% |
| 7D | -25.8% | -10.0% | -15.8% | -25.3% |
| 30D | -42.3% | -10.6% | -31.7% | -41.9% |
| 3M | -30.6% | +8.9% | -39.5% | -30.3% |
| 6M | -2.8% | +65.1% | -67.9% | -3.1% |
| YTD | +73.2% | +44.8% | +28.4% | +67.5% |
| 1Y | +75.5% | +47.8% | +27.7% | +69.3% |
| All | +75.5% | +56.6% | +18.9% | +69.3% |
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