+252.6%
ZETA vs URA
+140.5%
+112.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | +2.7% | +1.1% | +1.6% | +2.1% |
| 30D | +15.8% | +7.4% | +8.4% | +11.3% |
| 3M | +35.4% | -8.4% | +43.8% | +39.9% |
| 6M | +67.1% | -12.7% | +79.8% | +74.1% |
| YTD | +54.1% | +7.8% | +46.3% | +41.0% |
| 1Y | +67.8% | +19.5% | +48.4% | +41.1% |
| 3Y | +311.4% | +116.4% | +195.0% | +127.2% |
| 5Y | +324.8% | +134.3% | +190.5% | +119.5% |
| All | +252.6% | +140.5% | +112.2% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling