+201.9%
ZETA vs UMAC
+549.5%
-347.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.3% | -11.1% | -2.4% |
| 7D | -2.4% | +14.7% | -17.1% | -3.3% |
| 30D | +15.6% | -0.5% | +16.1% | +15.1% |
| 3M | +41.5% | +0.5% | +41.0% | +39.9% |
| 6M | +63.4% | +57.9% | +5.5% | +54.3% |
| YTD | +51.3% | +103.9% | -52.6% | +39.7% |
| 1Y | +65.8% | +159.3% | -93.5% | +50.3% |
| All | +201.9% | +549.5% | -347.6% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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