+58.2%
USB vs ZS
+641.4%
-583.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.2% | +7.1% | -1.6% |
| 7D | -1.5% | -17.7% | +16.3% | -0.4% |
| 30D | +4.3% | -3.9% | +8.2% | +4.4% |
| 3M | -6.1% | +26.1% | -32.2% | -7.8% |
| 6M | +9.4% | +44.2% | -34.8% | +5.7% |
| YTD | +15.2% | -9.4% | +24.5% | +14.3% |
| 1Y | +32.8% | -37.1% | +69.8% | +35.0% |
| 3Y | +91.3% | +24.0% | +67.3% | +85.4% |
| 5Y | +22.7% | -39.8% | +62.4% | +18.4% |
| All | +58.2% | +641.4% | -583.2% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling