+61.0%
ZM vs URA
+221.9%
-160.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +2.5% |
| 7D | +11.0% | -1.5% | +12.6% | +11.4% |
| 30D | +5.6% | -10.4% | +16.1% | +8.1% |
| 3M | -9.1% | -29.6% | +20.5% | -2.6% |
| 6M | -2.6% | -40.3% | +37.7% | +7.5% |
| YTD | +15.7% | -25.5% | +41.1% | +19.4% |
| 1Y | +18.8% | -26.4% | +45.2% | +22.7% |
| 3Y | +62.2% | +31.4% | +30.7% | +38.6% |
| 5Y | -60.9% | +28.6% | -89.4% | -68.7% |
| All | +61.0% | +221.9% | -160.9% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling