+262.2%
UMC vs ZETA
+269.4%
-7.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.4% |
| 7D | +9.0% | -3.7% | +12.7% | +9.3% |
| 30D | +17.2% | +5.7% | +11.5% | +16.7% |
| 3M | +11.4% | +50.4% | -39.0% | +7.9% |
| 6M | +137.5% | +65.5% | +72.0% | +128.0% |
| YTD | +193.1% | +48.3% | +144.8% | +181.9% |
| 1Y | +240.3% | +45.4% | +194.9% | +226.3% |
| 3Y | +262.2% | +270.8% | -8.6% | +181.8% |
| All | +262.2% | +269.4% | -7.2% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling