+403.3%
ZS vs URA
+360.8%
+42.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | -3.8% | +5.7% | -9.6% | -5.8% |
| 30D | -6.0% | +5.6% | -11.6% | -8.0% |
| 3M | +32.0% | +6.2% | +25.8% | +28.1% |
| 6M | +2.1% | -8.2% | +10.4% | +2.4% |
| YTD | -26.2% | +9.7% | -35.8% | -32.3% |
| 1Y | -41.2% | +17.0% | -58.1% | -48.6% |
| 3Y | +3.3% | +118.5% | -115.2% | -35.2% |
| 5Y | -40.7% | +134.3% | -175.1% | -64.8% |
| All | +403.3% | +360.8% | +42.6% | +104.2% |
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