+344.5%
ZETA vs ULTA
+44.7%
+299.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -2.1% |
| 7D | -3.7% | -3.1% | -0.7% | -2.5% |
| 30D | +5.7% | +2.8% | +2.9% | +4.1% |
| 3M | +50.4% | +14.8% | +35.7% | +40.5% |
| 6M | +65.5% | -16.2% | +81.7% | +76.2% |
| YTD | +48.3% | -9.6% | +57.9% | +52.5% |
| 1Y | +45.4% | +4.8% | +40.6% | +39.2% |
| 3Y | +270.8% | +30.7% | +240.1% | +200.4% |
| All | +344.5% | +44.7% | +299.8% | +198.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling