+252.6%
ZETA vs URI
+229.1%
+23.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.8% |
| 7D | +2.7% | -2.0% | +4.6% | +3.5% |
| 30D | +15.8% | -12.9% | +28.8% | +23.5% |
| 3M | +35.4% | -6.7% | +42.2% | +37.7% |
| 6M | +67.1% | +19.0% | +48.1% | +44.1% |
| YTD | +54.1% | +25.5% | +28.5% | +27.7% |
| 1Y | +67.8% | +5.5% | +62.3% | +54.2% |
| 3Y | +311.4% | +111.3% | +200.1% | +139.4% |
| 5Y | +324.8% | +198.6% | +126.2% | +75.4% |
| All | +252.6% | +229.1% | +23.6% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling