+324.5%
ZETA vs URI
+275.7%
+48.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.2% | +3.5% | +5.6% |
| 7D | +18.8% | +2.6% | +16.2% | +17.4% |
| 30D | +12.6% | +9.1% | +3.6% | +7.9% |
| 3M | +29.5% | +1.0% | +28.5% | +27.9% |
| 6M | +128.6% | +23.3% | +105.2% | +99.9% |
| YTD | +85.5% | +43.3% | +42.1% | +43.5% |
| 1Y | +90.6% | +35.9% | +54.7% | +52.8% |
| 3Y | +358.0% | +158.6% | +199.4% | +139.4% |
| 5Y | +282.0% | +213.1% | +68.9% | +49.2% |
| All | +324.5% | +275.7% | +48.9% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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