-35.9%
UPS vs ZETA
+247.9%
-283.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.8% |
| 7D | -2.9% | +2.7% | -5.5% | -3.1% |
| 30D | -3.5% | +15.8% | -19.3% | -4.7% |
| 3M | -5.7% | +35.4% | -41.1% | -8.3% |
| 6M | -4.4% | +67.1% | -71.5% | -9.0% |
| YTD | +8.0% | +54.1% | -46.0% | +3.1% |
| 1Y | +29.0% | +67.8% | -38.8% | +21.6% |
| 3Y | -27.7% | +311.4% | -339.1% | -41.5% |
| 5Y | -34.3% | +324.8% | -359.1% | -48.0% |
| All | -35.9% | +247.9% | -283.8% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling