+57.0%
UAL vs ZS
+602.6%
-545.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.0% |
| 7D | +0.7% | -5.2% | +5.9% | +1.4% |
| 30D | +7.8% | -15.5% | +23.3% | +10.0% |
| 3M | -11.1% | +9.0% | -20.1% | -12.9% |
| 6M | +16.1% | +32.2% | -16.1% | +8.4% |
| YTD | -0.5% | -14.1% | +13.6% | -1.5% |
| 1Y | +11.3% | -39.1% | +50.3% | +15.9% |
| 3Y | +192.8% | +10.4% | +182.5% | +175.8% |
| 5Y | +123.3% | -44.6% | +167.9% | +111.5% |
| All | +57.0% | +602.6% | -545.7% | +24.0% |
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