+202.4%
ZETA vs URA
+33.4%
+169.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +3.0% |
| 7D | -0.4% | -4.1% | +3.7% | +1.9% |
| 30D | -8.0% | -19.0% | +11.0% | +2.5% |
| 3M | +21.4% | -25.1% | +46.5% | +39.5% |
| 6M | +80.1% | -44.5% | +124.6% | +139.1% |
| YTD | +52.5% | -24.3% | +76.8% | +65.3% |
| 1Y | +58.5% | -28.1% | +86.6% | +76.3% |
| 3Y | +281.7% | +40.7% | +241.0% | +152.3% |
| All | +202.4% | +33.4% | +169.0% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling