+60.8%
USB vs ZS
+608.8%
-548.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.2% |
| 7D | +1.4% | -13.4% | +14.8% | +2.3% |
| 30D | +6.4% | -16.6% | +23.0% | +7.5% |
| 3M | -4.5% | +10.3% | -14.8% | -5.4% |
| 6M | +11.4% | +28.1% | -16.8% | +8.5% |
| YTD | +17.1% | -13.3% | +30.4% | +16.6% |
| 1Y | +32.6% | -40.7% | +73.3% | +35.3% |
| 3Y | +101.8% | +11.4% | +90.5% | +96.7% |
| 5Y | +25.1% | -42.2% | +67.3% | +21.1% |
| All | +60.8% | +608.8% | -548.0% | +33.5% |
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