+55.1%
ZM vs URA
+373.7%
-318.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | +0.3% | +5.7% | -5.4% | -0.8% |
| 30D | -10.3% | +5.6% | -15.9% | -11.4% |
| 3M | -0.7% | +6.2% | -6.9% | -2.4% |
| 6M | +24.8% | -8.2% | +33.1% | +25.4% |
| YTD | +11.5% | +9.7% | +1.8% | +6.5% |
| 1Y | +12.3% | +17.0% | -4.6% | +4.3% |
| 3Y | +33.5% | +118.5% | -85.0% | +1.8% |
| 5Y | -67.5% | +134.3% | -201.8% | -76.1% |
| All | +55.1% | +373.7% | -318.6% | +88.8% |
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