+395.4%
ZS vs URA
+342.5%
+52.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.2% |
| 7D | -8.1% | -1.5% | -6.5% | -7.7% |
| 30D | -8.4% | -0.4% | -8.1% | -8.6% |
| 3M | +31.1% | +6.3% | +24.8% | +27.1% |
| 6M | +4.4% | -14.0% | +18.4% | +7.1% |
| YTD | -27.3% | +5.3% | -32.6% | -32.4% |
| 1Y | -41.4% | +11.7% | -53.0% | -47.9% |
| 3Y | +1.7% | +109.8% | -108.1% | -35.3% |
| 5Y | -39.6% | +108.0% | -147.5% | -62.6% |
| All | +395.4% | +342.5% | +52.9% | +103.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling