+51.7%
UNP vs ZS
-40.8%
+92.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | -1.7% | -3.8% | +2.1% | -1.5% |
| 30D | -2.1% | -6.0% | +3.9% | -1.8% |
| 3M | +5.4% | +32.0% | -26.5% | +3.6% |
| 6M | +13.4% | +2.1% | +11.2% | +12.1% |
| YTD | +25.0% | -26.2% | +51.1% | +26.6% |
| 1Y | +34.6% | -41.2% | +75.7% | +38.9% |
| 3Y | +43.6% | +3.3% | +40.3% | +38.7% |
| 5Y | +51.7% | -40.7% | +92.5% | +43.0% |
| All | +51.7% | -40.8% | +92.5% | +43.0% |
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