+398.6%
ZS vs UL
+40.6%
+358.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -3.1% | -3.4% | +0.3% | -2.5% |
| 30D | -7.2% | +0.5% | -7.7% | -7.3% |
| 3M | +30.5% | +7.2% | +23.2% | +28.7% |
| 6M | +7.0% | -3.1% | +10.0% | +7.4% |
| YTD | -26.8% | -2.7% | -24.1% | -27.0% |
| 1Y | -42.6% | -10.2% | -32.4% | -41.7% |
| 3Y | -0.3% | +20.3% | -20.6% | -7.9% |
| 5Y | -39.2% | +19.9% | -59.1% | -45.1% |
| All | +398.6% | +40.6% | +358.0% | +324.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling