-29.6%
UPS vs ZETA
+306.8%
-336.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +3.8% | +18.1% | -14.3% | +2.4% |
| 30D | +17.4% | +13.6% | +3.8% | +16.0% |
| 3M | +8.2% | +23.7% | -15.5% | +6.1% |
| 6M | +17.9% | +128.5% | -110.5% | +9.4% |
| YTD | +18.7% | +80.1% | -61.4% | +11.6% |
| 1Y | +24.8% | +98.0% | -73.2% | +16.3% |
| 3Y | -4.5% | +348.6% | -353.1% | -23.2% |
| 5Y | -33.2% | +286.6% | -319.8% | -47.4% |
| All | -29.6% | +306.8% | -336.3% | -44.3% |
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