+246.3%
ZETA vs URA
+148.0%
+98.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -3.4% |
| 7D | -2.4% | +8.1% | -10.5% | -6.2% |
| 30D | +15.6% | +5.8% | +9.8% | +11.9% |
| 3M | +41.5% | +3.4% | +38.1% | +37.5% |
| 6M | +63.4% | -2.6% | +66.1% | +61.0% |
| YTD | +51.3% | +11.2% | +40.1% | +36.3% |
| 1Y | +65.8% | +19.8% | +46.0% | +39.4% |
| 3Y | +279.2% | +121.5% | +157.7% | +107.1% |
| 5Y | +341.8% | +134.5% | +207.3% | +127.4% |
| All | +246.3% | +148.0% | +98.3% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling