+356.2%
ZETA vs UL
+34.6%
+321.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +26.5% | -2.5% | +28.9% | +26.5% |
| 30D | +10.3% | +5.7% | +4.6% | +9.8% |
| 3M | +30.5% | +7.0% | +23.6% | +29.8% |
| 6M | +129.4% | +16.1% | +113.3% | +127.3% |
| YTD | +83.1% | +3.6% | +79.6% | +81.0% |
| 1Y | +82.1% | -1.4% | +83.4% | +81.4% |
| All | +356.2% | +34.6% | +321.6% | +284.6% |
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