+48.3%
UNP vs ZETA
+247.9%
-199.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.4% |
| 7D | -5.3% | +2.7% | -8.0% | -5.5% |
| 30D | -1.5% | +15.8% | -17.4% | -2.5% |
| 3M | +10.3% | +35.4% | -25.2% | +7.8% |
| 6M | +9.7% | +67.1% | -57.4% | +5.3% |
| YTD | +27.1% | +54.1% | -27.0% | +22.4% |
| 1Y | +32.6% | +67.8% | -35.3% | +26.3% |
| 3Y | +40.0% | +311.4% | -271.4% | +18.4% |
| 5Y | +50.8% | +324.8% | -274.0% | +24.3% |
| All | +48.3% | +247.9% | -199.6% | +24.1% |
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