-33.5%
UPS vs ZETA
+341.5%
-375.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -3.7% | +10.5% | -14.2% | -4.6% |
| 3M | -6.6% | +44.3% | -50.9% | -9.7% |
| 6M | +2.6% | +59.4% | -56.9% | -2.2% |
| YTD | +4.8% | +49.5% | -44.7% | +0.1% |
| 1Y | +25.3% | +62.7% | -37.4% | +18.2% |
| 3Y | -26.9% | +274.6% | -301.5% | -40.9% |
| 5Y | -33.5% | +349.3% | -382.8% | -48.0% |
| All | -33.5% | +341.5% | -375.0% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling