+67.8%
ZETA vs ULTA
+6.6%
+61.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.4% |
| 7D | +2.7% | +9.0% | -6.4% | +0.2% |
| 30D | +15.8% | +4.6% | +11.2% | +14.1% |
| 3M | +35.4% | +22.0% | +13.5% | +26.5% |
| 6M | +67.1% | -14.7% | +81.8% | +80.9% |
| YTD | +54.1% | -6.8% | +60.8% | +58.6% |
| 1Y | +67.8% | +6.5% | +61.3% | +60.3% |
| All | +67.8% | +6.6% | +61.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling