+60.7%
USB vs ZS
+604.7%
-544.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.5% | -13.7% | +13.1% | +0.3% |
| 30D | +5.7% | -14.2% | +19.9% | +6.6% |
| 3M | -4.7% | +8.5% | -13.2% | -5.6% |
| 6M | +13.4% | +30.2% | -16.8% | +10.3% |
| YTD | +17.0% | -13.8% | +30.8% | +16.5% |
| 1Y | +32.4% | -41.5% | +73.9% | +35.2% |
| 3Y | +101.7% | +10.7% | +91.0% | +96.6% |
| 5Y | +24.4% | -43.6% | +68.0% | +20.5% |
| All | +60.7% | +604.7% | -544.0% | +33.4% |
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 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