+1,256.2%
UMC vs ZS
+504.0%
+752.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.6% |
| 7D | +13.6% | -3.8% | +17.5% | +14.2% |
| 30D | +20.8% | -6.0% | +26.7% | +21.5% |
| 3M | +16.1% | +32.0% | -15.9% | +10.0% |
| 6M | +137.3% | +2.1% | +135.2% | +128.9% |
| YTD | +193.8% | -26.2% | +219.9% | +199.2% |
| 1Y | +236.1% | -41.2% | +277.2% | +255.8% |
| 3Y | +267.1% | +3.3% | +263.8% | +241.4% |
| 5Y | +145.3% | -40.7% | +186.0% | +135.3% |
| All | +1,256.2% | +504.0% | +752.2% | +923.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling