-42.3%
ZS vs URA
+131.0%
-173.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.1% | -7.8% | -5.7% |
| 7D | -9.2% | +8.1% | -17.3% | -11.8% |
| 30D | -4.0% | +5.8% | -9.8% | -6.2% |
| 3M | +25.3% | +3.4% | +21.9% | +22.7% |
| 6M | -1.3% | -2.6% | +1.3% | -3.4% |
| YTD | -28.0% | +11.2% | -39.2% | -34.8% |
| 1Y | -42.5% | +19.8% | -62.3% | -51.0% |
| 3Y | +0.7% | +121.5% | -120.7% | -41.9% |
| 5Y | -42.3% | +134.5% | -176.8% | -68.5% |
| All | -42.3% | +131.0% | -173.3% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling