+189.6%
ZTS vs URA
+13.5%
+176.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -4.0% |
| 7D | -0.4% | -4.1% | +3.7% | +0.2% |
| 30D | +11.7% | -19.0% | +30.7% | +15.2% |
| 3M | +3.5% | -25.1% | +28.6% | +7.6% |
| 6M | -27.6% | -44.5% | +16.9% | -21.3% |
| YTD | -35.5% | -24.3% | -11.2% | -34.1% |
| 1Y | -32.1% | -28.1% | -4.0% | -30.3% |
| 3Y | -49.1% | +40.7% | -89.8% | -55.7% |
| 5Y | -61.0% | +35.5% | -96.5% | -66.9% |
| 10Y | +74.4% | +281.2% | -206.8% | +7.7% |
| All | +189.6% | +13.5% | +176.1% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling