+174.6%
ZTS vs URA
+61.6%
+113.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | +1.9% | +7.4% | -5.5% | +0.6% |
| 3M | -4.0% | -8.4% | +4.4% | -3.2% |
| 6M | -39.1% | -12.7% | -26.4% | -38.3% |
| YTD | -38.8% | +7.8% | -46.6% | -40.7% |
| 1Y | -49.6% | +19.5% | -69.0% | -52.4% |
| 3Y | -59.0% | +116.4% | -175.4% | -66.8% |
| 5Y | -61.8% | +134.3% | -196.0% | -70.6% |
| 10Y | +61.4% | +359.3% | -297.8% | -2.5% |
| All | +174.6% | +61.6% | +113.0% | +88.1% |
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