+294.5%
ZETA vs URA
+73.1%
+221.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.5% | +10.5% | +11.8% |
| 7D | +13.2% | +0.3% | +12.9% | +13.3% |
| 30D | +6.0% | -14.8% | +20.8% | +14.9% |
| 3M | +27.3% | -25.3% | +52.6% | +46.0% |
| 6M | +104.6% | -39.9% | +144.5% | +158.5% |
| YTD | +72.3% | -22.4% | +94.8% | +84.8% |
| 1Y | +76.3% | -29.0% | +105.3% | +97.8% |
| 3Y | +325.6% | +41.0% | +284.6% | +196.4% |
| 5Y | +254.2% | +38.3% | +215.9% | +130.4% |
| All | +294.5% | +73.1% | +221.4% | +114.9% |
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