+398.6%
ZS vs ULTA
+159.9%
+238.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.1% |
| 7D | -3.1% | -3.1% | 0.0% | -2.3% |
| 30D | -7.2% | +2.8% | -10.0% | -8.1% |
| 3M | +30.5% | +14.8% | +15.7% | +24.9% |
| 6M | +7.0% | -16.2% | +23.2% | +11.2% |
| YTD | -26.8% | -9.6% | -17.2% | -25.7% |
| 1Y | -42.6% | +4.8% | -47.4% | -44.5% |
| 3Y | -0.3% | +30.7% | -31.0% | -11.7% |
| 5Y | -39.2% | +45.9% | -85.1% | -47.2% |
| All | +398.6% | +159.9% | +238.7% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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