+77.0%
ZTS vs URA
+289.1%
-212.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.3% | +3.5% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | +11.0% | -14.8% | +25.8% | +13.5% |
| 3M | +10.9% | -25.3% | +36.2% | +15.5% |
| 6M | +0.9% | -39.9% | +40.8% | +8.1% |
| YTD | -33.0% | -22.4% | -10.6% | -31.9% |
| 1Y | -29.6% | -29.0% | -0.6% | -27.5% |
| 3Y | -49.0% | +41.0% | -90.0% | -55.9% |
| 5Y | -59.5% | +38.3% | -97.8% | -65.9% |
| 10Y | +77.0% | +276.1% | -199.0% | -2.4% |
| All | +77.0% | +289.1% | -212.0% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling