-31.6%
ZS vs UMAC
+2.9%
-34.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.9% | +10.6% | +0.2% |
| 7D | -12.3% | -26.0% | +13.8% | -11.0% |
| 30D | +11.2% | -40.3% | +51.5% | +13.7% |
| 3M | +37.5% | -51.1% | +88.7% | +41.1% |
| 6M | +57.8% | -5.6% | +63.5% | +56.5% |
| YTD | -0.2% | +2.3% | -2.5% | -4.6% |
| 1Y | -31.6% | +7.9% | -39.5% | -35.7% |
| All | -31.6% | +2.9% | -34.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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