-40.0%
ZS vs URI
+200.7%
-240.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -5.1% |
| 7D | -7.8% | -2.0% | -5.9% | -7.1% |
| 30D | +5.0% | -12.9% | +18.0% | +10.3% |
| 3M | +25.5% | -6.7% | +32.3% | +27.3% |
| 6M | +8.7% | +19.0% | -10.3% | -3.6% |
| YTD | -24.5% | +25.5% | -50.0% | -35.7% |
| 1Y | -36.7% | +5.5% | -42.2% | -41.5% |
| 3Y | +7.2% | +111.3% | -104.1% | -37.4% |
| All | -40.0% | +200.7% | -240.6% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling