+41.2%
USB vs ZS
-42.1%
+83.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.2% |
| 7D | +1.4% | -7.8% | +9.3% | +2.2% |
| 30D | -1.3% | +5.0% | -6.3% | -2.0% |
| 3M | +15.2% | +25.5% | -10.3% | +12.2% |
| 6M | +18.8% | +8.7% | +10.1% | +15.8% |
| YTD | +21.0% | -24.5% | +45.5% | +22.7% |
| 1Y | +34.0% | -36.7% | +70.7% | +38.3% |
| 3Y | +95.3% | +7.2% | +88.1% | +88.3% |
| All | +41.2% | -42.1% | +83.3% | +32.4% |
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