+246.3%
ZETA vs UL
+12.3%
+234.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +15.6% | +0.9% | +14.7% | +15.3% |
| 3M | +41.5% | +14.2% | +27.3% | +37.9% |
| 6M | +63.4% | -3.2% | +66.6% | +64.4% |
| YTD | +51.3% | -0.3% | +51.6% | +50.3% |
| 1Y | +65.8% | -8.8% | +74.6% | +68.3% |
| 3Y | +279.2% | +23.9% | +255.3% | +247.6% |
| 5Y | +341.8% | +21.4% | +320.4% | +271.3% |
| All | +246.3% | +12.3% | +234.0% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling