-31.6%
ZS vs UL
+1.7%
-33.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | +0.8% |
| 7D | -12.3% | +4.7% | -16.9% | -10.8% |
| 30D | +11.2% | +11.6% | -0.4% | +15.2% |
| 3M | +37.5% | +5.3% | +32.2% | +39.4% |
| 6M | +57.8% | +16.0% | +41.8% | +70.1% |
| YTD | -0.2% | +5.0% | -5.2% | -0.1% |
| 1Y | -31.6% | +1.1% | -32.8% | -31.7% |
| All | -31.6% | +1.7% | -33.3% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling