-48.0%
ZTS vs URA
+35.4%
-83.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +5.6% | -1.5% | +7.1% | +5.6% |
| 30D | +12.1% | -10.4% | +22.5% | +12.3% |
| 3M | +11.3% | -29.6% | +40.9% | +12.2% |
| 6M | +14.3% | -40.3% | +54.6% | +16.2% |
| YTD | -31.9% | -25.5% | -6.4% | -31.4% |
| 1Y | -29.3% | -26.4% | -2.8% | -28.8% |
| 3Y | -48.0% | +31.4% | -79.5% | -50.4% |
| All | -48.0% | +35.4% | -83.5% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling