+390.7%
ZS vs URI
+476.2%
-85.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.2% | -4.8% |
| 7D | -9.2% | +2.5% | -11.7% | -9.8% |
| 30D | -4.0% | -12.5% | +8.6% | -0.6% |
| 3M | +25.3% | -6.2% | +31.5% | +26.5% |
| 6M | -1.3% | +25.9% | -27.2% | -10.5% |
| YTD | -28.0% | +26.2% | -54.2% | -35.3% |
| 1Y | -42.5% | +5.5% | -48.0% | -45.5% |
| 3Y | +0.7% | +125.0% | -124.2% | -26.3% |
| 5Y | -42.3% | +210.4% | -252.7% | -62.1% |
| All | +390.7% | +476.2% | -85.5% | +176.3% |
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