+0.6%
ZS vs UL
+21.6%
-21.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.2% | +2.3% |
| 7D | -3.8% | -3.2% | -0.6% | -4.4% |
| 30D | -6.0% | -0.6% | -5.4% | -6.1% |
| 3M | +32.0% | +9.4% | +22.6% | +34.6% |
| 6M | +2.1% | -4.1% | +6.3% | +3.0% |
| YTD | -26.2% | -2.0% | -24.2% | -25.8% |
| 1Y | -41.2% | -9.0% | -32.2% | -40.8% |
| All | +0.6% | +21.6% | -21.0% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling