+54.7%
UNP vs ZETA
+318.9%
-264.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.1% | 0.0% |
| 7D | -2.1% | +18.8% | -20.8% | -3.1% |
| 30D | +7.3% | +12.6% | -5.3% | +6.4% |
| 3M | +3.6% | +29.5% | -25.8% | +1.8% |
| 6M | +15.8% | +128.6% | -112.7% | +9.2% |
| YTD | +32.6% | +85.5% | -52.9% | +26.0% |
| 1Y | +37.2% | +90.6% | -53.4% | +30.0% |
| 3Y | +52.6% | +358.0% | -305.4% | +28.5% |
| 5Y | +40.6% | +282.0% | -241.4% | +16.6% |
| All | +54.7% | +318.9% | -264.1% | +27.9% |
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