+57.4%
USB vs ZS
+618.8%
-561.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.3% |
| 7D | 0.0% | -16.9% | +16.9% | +1.1% |
| 30D | +5.8% | -7.4% | +13.3% | +6.2% |
| 3M | -6.0% | +21.6% | -27.5% | -7.5% |
| 6M | +7.8% | +42.4% | -34.6% | +4.2% |
| YTD | +14.6% | -12.1% | +26.7% | +14.0% |
| 1Y | +31.8% | -37.8% | +69.6% | +34.0% |
| 3Y | +91.5% | +20.9% | +70.6% | +86.0% |
| 5Y | +22.0% | -41.6% | +63.6% | +18.0% |
| All | +57.4% | +618.8% | -561.4% | +30.5% |
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