-37.2%
UPS vs ZETA
+235.0%
-272.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.4% |
| 7D | -2.0% | -3.7% | +1.8% | -1.7% |
| 30D | -2.0% | +5.7% | -7.7% | -2.5% |
| 3M | -6.2% | +50.4% | -56.7% | -9.6% |
| 6M | +2.8% | +65.5% | -62.7% | -2.1% |
| YTD | +5.9% | +48.3% | -42.4% | +1.4% |
| 1Y | +26.2% | +45.4% | -19.1% | +20.5% |
| 3Y | -26.0% | +270.8% | -296.8% | -39.5% |
| 5Y | -34.3% | +336.1% | -370.4% | -47.8% |
| All | -37.2% | +235.0% | -272.1% | -49.5% |
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