+253.9%
UMC vs ZS
+0.7%
+253.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | +11.4% | -8.1% | +19.4% | +12.2% |
| 30D | +16.8% | -8.4% | +25.2% | +17.5% |
| 3M | +19.1% | +31.1% | -12.0% | +14.8% |
| 6M | +137.4% | +4.4% | +133.1% | +129.5% |
| YTD | +186.4% | -27.3% | +213.7% | +197.3% |
| 1Y | +229.1% | -41.4% | +270.4% | +256.0% |
| All | +253.9% | +0.7% | +253.1% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling