+249.0%
ZETA vs UAL
+95.7%
+153.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +4.4% |
| 7D | -0.4% | +8.2% | -8.6% | -4.1% |
| 30D | -8.0% | +2.3% | -10.4% | -9.3% |
| 3M | +21.4% | -12.7% | +34.1% | +27.9% |
| 6M | +80.1% | +12.7% | +67.4% | +65.5% |
| YTD | +52.5% | +0.8% | +51.7% | +46.3% |
| 1Y | +58.5% | +17.8% | +40.7% | +41.2% |
| 3Y | +281.7% | +206.7% | +75.0% | +107.6% |
| 5Y | +237.3% | +113.9% | +123.4% | +102.9% |
| All | +249.0% | +95.7% | +153.3% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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