+70.1%
UAL vs ZS
+608.8%
-538.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | +12.5% | -13.4% | +25.9% | +14.6% |
| 30D | +12.2% | -16.6% | +28.8% | +14.7% |
| 3M | -2.6% | +10.3% | -12.9% | -4.7% |
| 6M | +21.1% | +28.1% | -7.1% | +13.6% |
| YTD | +7.8% | -13.3% | +21.2% | +6.6% |
| 1Y | +25.4% | -40.7% | +66.1% | +31.1% |
| 3Y | +217.3% | +11.4% | +206.0% | +198.5% |
| 5Y | +132.9% | -42.2% | +175.1% | +120.0% |
| All | +70.1% | +608.8% | -538.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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