+312.3%
ZETA vs URA
+66.2%
+246.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.9% |
| 7D | +18.1% | -1.5% | +19.7% | +18.8% |
| 30D | +13.6% | -10.4% | +24.0% | +19.8% |
| 3M | +23.7% | -29.6% | +53.4% | +45.7% |
| 6M | +128.5% | -40.3% | +168.8% | +189.0% |
| YTD | +80.1% | -25.5% | +105.6% | +96.5% |
| 1Y | +98.0% | -26.4% | +124.4% | +116.5% |
| 3Y | +348.6% | +31.4% | +317.2% | +224.1% |
| 5Y | +286.6% | +28.6% | +258.0% | +158.7% |
| All | +312.3% | +66.2% | +246.0% | +128.5% |
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