-38.6%
ZS vs ULTA
+44.7%
-83.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.3% |
| 7D | -3.1% | -3.1% | 0.0% | -1.7% |
| 30D | -7.2% | +2.8% | -10.0% | -8.7% |
| 3M | +30.5% | +14.8% | +15.7% | +21.0% |
| 6M | +7.0% | -16.2% | +23.2% | +14.4% |
| YTD | -26.8% | -9.6% | -17.2% | -25.1% |
| 1Y | -42.6% | +4.8% | -47.4% | -46.4% |
| 3Y | -0.3% | +30.7% | -31.0% | -23.8% |
| All | -38.6% | +44.7% | -83.2% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling