+46.4%
UNP vs ZETA
+239.2%
-192.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.2% | -6.5% | +5.3% | -0.8% |
| 30D | -2.0% | +4.8% | -6.8% | -2.3% |
| 3M | +7.5% | +53.3% | -45.8% | +4.3% |
| 6M | +15.3% | +66.8% | -51.5% | +10.8% |
| YTD | +25.4% | +50.2% | -24.8% | +20.9% |
| 1Y | +35.6% | +62.0% | -26.4% | +29.4% |
| 3Y | +44.1% | +276.4% | -232.2% | +22.8% |
| 5Y | +54.0% | +341.6% | -287.7% | +27.1% |
| All | +46.4% | +239.2% | -192.8% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling