+242.2%
ZETA vs ULTA
+62.7%
+179.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -0.1% | -1.8% | +1.7% | +0.7% |
| 30D | +10.5% | -1.2% | +11.7% | +10.7% |
| 3M | +44.3% | +13.4% | +30.9% | +35.6% |
| 6M | +59.4% | -15.6% | +75.1% | +69.0% |
| YTD | +49.5% | -10.4% | +59.9% | +54.3% |
| 1Y | +62.7% | +5.5% | +57.2% | +55.5% |
| 3Y | +274.6% | +31.0% | +243.7% | +204.3% |
| 5Y | +349.3% | +41.8% | +307.5% | +218.0% |
| All | +242.2% | +62.7% | +179.5% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling