+207.2%
UMC vs ZS
-37.1%
+244.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +4.6% |
| 7D | +5.0% | -7.8% | +12.8% | +5.0% |
| 30D | +7.7% | +5.0% | +2.6% | +7.4% |
| 3M | +1.7% | +25.5% | -23.9% | +0.8% |
| 6M | +113.9% | +8.7% | +105.2% | +109.3% |
| YTD | +168.9% | -24.5% | +193.4% | +194.3% |
| 1Y | +207.2% | -36.7% | +243.9% | +268.4% |
| All | +207.2% | -37.1% | +244.3% | +268.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling