+47.9%
ZM vs URI
+766.2%
-718.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.9% | -4.8% | +1.3% |
| 7D | -0.3% | -4.0% | +3.7% | +0.1% |
| 30D | -6.2% | +6.8% | -13.0% | -6.9% |
| 3M | -12.2% | -2.8% | -9.4% | -12.1% |
| 6M | -16.0% | +20.9% | -36.9% | -18.1% |
| YTD | +6.3% | +40.2% | -34.0% | +1.3% |
| 1Y | +12.3% | +34.1% | -21.8% | +7.5% |
| 3Y | +51.2% | +164.1% | -112.9% | +34.7% |
| 5Y | -64.5% | +199.3% | -263.8% | -70.0% |
| All | +47.9% | +766.2% | -718.2% | +85.1% |
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