-34.5%
UPS vs ZS
-43.4%
+9.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +0.9% |
| 7D | -3.4% | -8.1% | +4.6% | -2.6% |
| 30D | -2.7% | -8.4% | +5.7% | -2.0% |
| 3M | -1.6% | +31.1% | -32.7% | -4.7% |
| 6M | +2.3% | +4.4% | -2.1% | -0.1% |
| YTD | +5.6% | -27.3% | +32.9% | +7.5% |
| 1Y | +27.1% | -41.4% | +68.4% | +32.6% |
| 3Y | -26.3% | +1.7% | -28.0% | -30.6% |
| 5Y | -34.5% | -39.6% | +5.1% | -38.4% |
| All | -34.5% | -43.4% | +9.0% | -38.4% |
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