+90.3%
ZETA vs URA
-32.2%
+122.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | -5.0% | -10.5% | +5.5% | -1.3% |
| 30D | -3.3% | -18.6% | +15.3% | +3.5% |
| 3M | +31.0% | -23.0% | +54.0% | +42.1% |
| 6M | +72.2% | -40.3% | +112.5% | +103.4% |
| YTD | +56.2% | -23.5% | +79.6% | +62.1% |
| 1Y | +90.3% | -31.1% | +121.4% | +110.2% |
| All | +90.3% | -32.2% | +122.5% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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