+55.5%
ZM vs URI
+679.4%
-623.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.4% | -4.9% |
| 7D | +1.6% | +2.5% | -0.9% | +1.4% |
| 30D | -7.7% | -12.5% | +4.8% | -6.5% |
| 3M | -4.7% | -6.2% | +1.5% | -4.3% |
| 6M | +24.4% | +25.9% | -1.4% | +20.2% |
| YTD | +11.8% | +26.2% | -14.4% | +7.8% |
| 1Y | +13.4% | +5.5% | +7.9% | +11.5% |
| 3Y | +33.8% | +125.0% | -91.1% | +21.0% |
| 5Y | -67.2% | +210.4% | -277.6% | -71.4% |
| All | +55.5% | +679.4% | -623.9% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling