+246.3%
ZETA vs UAL
+87.9%
+158.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.5% |
| 7D | -2.4% | +3.5% | -5.9% | -4.1% |
| 30D | +15.6% | -16.5% | +32.0% | +25.0% |
| 3M | +41.5% | +2.8% | +38.7% | +37.5% |
| 6M | +63.4% | +17.6% | +45.9% | +46.1% |
| YTD | +51.3% | -3.2% | +54.5% | +48.8% |
| 1Y | +65.8% | +0.4% | +65.4% | +60.6% |
| 3Y | +279.2% | +128.2% | +151.0% | +138.9% |
| 5Y | +341.8% | +137.7% | +204.0% | +159.9% |
| All | +246.3% | +87.9% | +158.4% | +120.5% |
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