+27.5%
UPS vs ZS
+498.3%
-470.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.0% | -3.1% | +1.1% | -1.6% |
| 30D | -2.0% | -7.2% | +5.3% | -1.3% |
| 3M | -6.2% | +30.5% | -36.7% | -9.3% |
| 6M | +2.8% | +7.0% | -4.2% | 0.0% |
| YTD | +5.9% | -26.8% | +32.7% | +7.4% |
| 1Y | +26.2% | -42.6% | +68.8% | +31.6% |
| 3Y | -26.0% | -0.3% | -25.7% | -29.7% |
| 5Y | -34.3% | -39.2% | +4.9% | -36.8% |
| All | +27.5% | +498.3% | -470.8% | -12.5% |
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