+30.6%
UPS vs ZETA
+84.8%
-54.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +4.6% |
| 7D | +8.2% | -5.0% | +13.2% | +8.4% |
| 30D | +22.7% | -3.3% | +26.1% | +22.8% |
| 3M | +6.4% | +31.0% | -24.6% | +4.9% |
| 6M | +22.6% | +72.2% | -49.5% | +19.1% |
| YTD | +20.7% | +56.2% | -35.5% | +17.4% |
| 1Y | +30.6% | +90.3% | -59.7% | +25.6% |
| All | +30.6% | +84.8% | -54.1% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling