+249.0%
ZETA vs URA
+68.9%
+180.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +3.1% |
| 7D | -0.4% | -4.1% | +3.7% | +1.8% |
| 30D | -8.0% | -19.0% | +11.0% | +2.1% |
| 3M | +21.4% | -25.1% | +46.5% | +38.8% |
| 6M | +80.1% | -44.5% | +124.6% | +136.6% |
| YTD | +52.5% | -24.3% | +76.8% | +65.4% |
| 1Y | +58.5% | -28.1% | +86.6% | +76.2% |
| 3Y | +281.7% | +40.7% | +241.0% | +164.8% |
| 5Y | +237.3% | +35.5% | +201.8% | +121.5% |
| All | +249.0% | +68.9% | +180.2% | +92.3% |
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