+144.1%
UMC vs ZS
-38.5%
+182.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | +9.0% | -3.1% | +12.1% | +9.6% |
| 30D | +17.2% | -7.2% | +24.5% | +18.3% |
| 3M | +11.4% | +30.5% | -19.1% | +4.6% |
| 6M | +137.5% | +7.0% | +130.5% | +124.5% |
| YTD | +193.1% | -26.8% | +220.0% | +201.5% |
| 1Y | +240.3% | -42.6% | +282.9% | +269.8% |
| 3Y | +262.2% | -0.3% | +262.5% | +228.8% |
| All | +144.1% | -38.5% | +182.6% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling