-60.2%
ZTS vs URA
+33.1%
-93.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.2% | -2.5% | +3.0% |
| 7D | -1.0% | +4.3% | -5.3% | -1.5% |
| 30D | +10.8% | -11.7% | +22.5% | +12.2% |
| 3M | +14.1% | -23.5% | +37.6% | +17.1% |
| 6M | +0.8% | -37.8% | +38.5% | +5.8% |
| YTD | -33.1% | -19.6% | -13.5% | -32.6% |
| 1Y | -30.0% | -24.8% | -5.2% | -29.0% |
| 3Y | -49.5% | +47.0% | -96.5% | -56.3% |
| 5Y | -60.2% | +35.4% | -95.6% | -66.8% |
| All | -60.2% | +33.1% | -93.3% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling