+39.3%
UNP vs ZETA
+244.2%
-204.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.2% | -7.0% | +0.7% |
| 7D | -0.9% | +13.2% | -14.2% | -1.7% |
| 30D | +8.0% | +6.0% | +2.0% | +7.5% |
| 3M | +3.3% | +27.3% | -24.0% | +1.5% |
| 6M | +14.7% | +104.6% | -89.9% | +8.6% |
| YTD | +31.9% | +72.3% | -40.4% | +25.8% |
| 1Y | +37.1% | +76.3% | -39.2% | +30.2% |
| 3Y | +51.9% | +325.6% | -273.8% | +26.4% |
| 5Y | +39.3% | +254.2% | -214.9% | +16.6% |
| All | +39.3% | +244.2% | -204.9% | +16.6% |
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