-25.9%
UPS vs ZETA
+281.1%
-307.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | -2.1% | -2.4% | +0.3% | -2.0% |
| 30D | -2.3% | +15.6% | -17.9% | -3.2% |
| 3M | -5.2% | +41.5% | -46.7% | -7.4% |
| 6M | +1.4% | +63.4% | -62.0% | -2.2% |
| YTD | +6.1% | +51.3% | -45.2% | +2.5% |
| 1Y | +27.0% | +65.8% | -38.8% | +21.5% |
| 3Y | -25.9% | +279.2% | -305.1% | -42.0% |
| All | -25.9% | +281.1% | -307.0% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling