+196.2%
UMC vs ZETA
+247.9%
-51.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +5.1% |
| 7D | +5.0% | +2.7% | +2.3% | +4.6% |
| 30D | +7.7% | +15.8% | -8.1% | +5.6% |
| 3M | +1.7% | +35.4% | -33.8% | -2.6% |
| 6M | +113.9% | +67.1% | +46.8% | +98.7% |
| YTD | +168.9% | +54.1% | +114.8% | +150.1% |
| 1Y | +207.2% | +67.8% | +139.4% | +180.4% |
| 3Y | +227.7% | +311.4% | -83.7% | +134.2% |
| 5Y | +118.0% | +324.8% | -206.7% | +45.0% |
| All | +196.2% | +247.9% | -51.7% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling