+115.0%
UMC vs ZS
-31.8%
+146.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -14.7% | -12.3% | -2.4% | -14.8% |
| 30D | -32.9% | +11.2% | -44.1% | -32.5% |
| 3M | -22.2% | +37.5% | -59.7% | -21.4% |
| 6M | +25.9% | +57.8% | -31.9% | +24.1% |
| YTD | +107.9% | -0.2% | +108.1% | +132.0% |
| 1Y | +115.0% | -31.6% | +146.7% | +144.9% |
| All | +115.0% | -31.8% | +146.9% | +144.9% |
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