+112.4%
ZETA vs URI
+18.2%
+94.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.1% | +10.2% | +8.0% |
| 7D | +13.2% | -6.0% | +19.2% | +11.8% |
| 30D | +6.0% | +4.6% | +1.4% | +6.8% |
| 3M | +27.3% | -2.7% | +30.0% | +25.9% |
| All | +112.4% | +18.2% | +94.2% | +133.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling