-61.2%
ZTS vs URI
+166.6%
-227.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.5% |
| 7D | -0.4% | -9.8% | +9.4% | +1.7% |
| 30D | +11.7% | +1.7% | +10.0% | +11.2% |
| 3M | +3.5% | -9.1% | +12.5% | +5.1% |
| 6M | -27.6% | +9.9% | -37.5% | -29.6% |
| YTD | -35.5% | +31.2% | -66.7% | -40.4% |
| 1Y | -32.1% | +25.9% | -58.0% | -36.7% |
| 3Y | -49.1% | +147.4% | -196.5% | -61.7% |
| All | -61.2% | +166.6% | -227.8% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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