+90.3%
ZETA vs YUM
+15.9%
+74.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +3.2% |
| 7D | -5.0% | +10.8% | -15.7% | -3.8% |
| 30D | -3.3% | +21.4% | -24.8% | -1.0% |
| 3M | +31.0% | +13.2% | +17.8% | +32.9% |
| 6M | +72.2% | +8.8% | +63.4% | +74.4% |
| YTD | +56.2% | +11.5% | +44.6% | +57.4% |
| 1Y | +90.3% | +13.4% | +76.9% | +92.8% |
| All | +90.3% | +15.9% | +74.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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