-30.8%
UPS vs ZETA
+313.7%
-344.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -0.6% | +26.5% | -27.1% | -2.5% |
| 30D | +16.4% | +10.3% | +6.2% | +15.4% |
| 3M | +7.9% | +30.5% | -22.6% | +5.4% |
| 6M | +15.8% | +129.4% | -113.5% | +7.4% |
| YTD | +16.6% | +83.1% | -66.6% | +9.5% |
| 1Y | +22.3% | +82.1% | -59.8% | +14.7% |
| 3Y | -6.2% | +352.3% | -358.5% | -24.6% |
| 5Y | -34.4% | +293.1% | -327.6% | -48.4% |
| All | -30.8% | +313.7% | -344.5% | -45.4% |
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 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