+59.3%
USAR vs ZS
+12.4%
+46.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.8% |
| 7D | -9.3% | -8.1% | -1.3% | -8.5% |
| 30D | -15.2% | -8.4% | -6.7% | -14.4% |
| 3M | -21.1% | +31.1% | -52.2% | -23.2% |
| 6M | -21.6% | +4.4% | -26.0% | -22.7% |
| YTD | +34.8% | -27.3% | +62.1% | +36.8% |
| 1Y | +15.6% | -41.4% | +57.0% | +19.4% |
| 3Y | +57.7% | +1.7% | +56.0% | +57.0% |
| All | +59.3% | +12.4% | +46.9% | +58.5% |
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