+33.8%
ZM vs URA
+121.0%
-87.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.1% | -8.0% | -5.2% |
| 7D | +1.6% | +8.1% | -6.5% | +0.6% |
| 30D | -7.7% | +5.8% | -13.5% | -8.4% |
| 3M | -4.7% | +3.4% | -8.1% | -5.2% |
| 6M | +24.4% | -2.6% | +27.1% | +23.9% |
| YTD | +11.8% | +11.2% | +0.6% | +8.4% |
| 1Y | +13.4% | +19.8% | -6.5% | +7.3% |
| 3Y | +33.8% | +121.5% | -87.6% | +8.6% |
| All | +33.8% | +121.0% | -87.2% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling