+144.1%
UMC vs ZETA
+332.4%
-188.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | +9.0% | -3.7% | +12.7% | +9.5% |
| 30D | +17.2% | +5.7% | +11.5% | +16.3% |
| 3M | +11.4% | +50.4% | -39.0% | +5.2% |
| 6M | +137.5% | +65.5% | +72.0% | +120.6% |
| YTD | +193.1% | +48.3% | +144.8% | +173.7% |
| 1Y | +240.3% | +45.4% | +194.9% | +216.4% |
| 3Y | +262.2% | +270.8% | -8.6% | +160.6% |
| All | +144.1% | +332.4% | -188.3% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling