+29.0%
UPS vs ZETA
+68.7%
-39.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.9% |
| 7D | -2.9% | +2.7% | -5.5% | -3.0% |
| 30D | -3.5% | +15.8% | -19.3% | -4.3% |
| 3M | -5.7% | +35.4% | -41.1% | -7.3% |
| 6M | -4.4% | +67.1% | -71.5% | -7.7% |
| YTD | +8.0% | +54.1% | -46.0% | +4.8% |
| 1Y | +29.0% | +67.8% | -38.8% | +24.4% |
| All | +29.0% | +68.7% | -39.7% | +24.4% |
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