+279.2%
ZETA vs UL
+24.1%
+255.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | +15.6% | +0.9% | +14.7% | +15.4% |
| 3M | +41.5% | +14.2% | +27.3% | +40.5% |
| 6M | +63.4% | -3.2% | +66.6% | +63.9% |
| YTD | +51.3% | -0.3% | +51.6% | +50.0% |
| 1Y | +65.8% | -8.8% | +74.6% | +67.0% |
| 3Y | +279.2% | +23.9% | +255.3% | +240.1% |
| All | +279.2% | +24.1% | +255.1% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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