+281.7%
ZETA vs URA
+36.0%
+245.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +3.6% |
| 7D | -0.4% | -4.1% | +3.7% | +1.3% |
| 30D | -8.0% | -19.0% | +11.0% | -0.4% |
| 3M | +21.4% | -25.1% | +46.5% | +34.6% |
| 6M | +80.1% | -44.5% | +124.6% | +122.8% |
| YTD | +52.5% | -24.3% | +76.8% | +63.0% |
| 1Y | +58.5% | -28.1% | +86.6% | +72.9% |
| 3Y | +281.7% | +40.7% | +241.0% | +197.2% |
| All | +281.7% | +36.0% | +245.7% | +197.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling