+165.5%
UNP vs ZS
+599.9%
-434.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.2% | -2.6% | +6.9% | +4.4% |
| 30D | +5.6% | -12.8% | +18.4% | +6.4% |
| 3M | +2.0% | +2.3% | -0.2% | +1.5% |
| 6M | +15.4% | +26.3% | -10.9% | +12.1% |
| YTD | +32.7% | -14.4% | +47.2% | +32.3% |
| 1Y | +39.4% | -37.6% | +77.1% | +42.7% |
| 3Y | +54.3% | +8.0% | +46.3% | +48.6% |
| 5Y | +39.6% | -44.9% | +84.5% | +36.6% |
| All | +165.5% | +599.9% | -434.4% | +94.7% |
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