+77.6%
UMC vs ZETA
+281.0%
-203.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | +11.2% | +18.1% | -6.9% | +8.9% |
| 30D | -28.0% | +13.6% | -41.6% | -29.1% |
| 3M | -20.5% | +23.7% | -44.3% | -22.6% |
| 6M | -1.6% | +128.5% | -130.1% | -11.9% |
| YTD | +99.4% | +80.1% | +19.3% | +81.8% |
| 1Y | +120.4% | +98.0% | +22.4% | +97.9% |
| 3Y | +134.2% | +348.6% | -214.4% | +62.4% |
| All | +77.6% | +281.0% | -203.4% | +9.7% |
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