+150.9%
UNP vs ZS
+494.5%
-343.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -1.2% | -8.1% | +6.9% | -0.6% |
| 30D | -2.0% | -8.4% | +6.5% | -1.5% |
| 3M | +7.5% | +31.1% | -23.5% | +5.3% |
| 6M | +15.3% | +4.4% | +11.0% | +13.5% |
| YTD | +25.4% | -27.3% | +52.7% | +26.8% |
| 1Y | +35.6% | -41.4% | +77.0% | +39.3% |
| 3Y | +44.1% | +1.7% | +42.5% | +39.4% |
| 5Y | +54.0% | -39.6% | +93.6% | +49.6% |
| All | +150.9% | +494.5% | -343.6% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling