+398.6%
ZS vs USFR
+25.5%
+373.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.4% |
| 30D | -7.2% | +0.4% | -7.6% | -8.1% |
| 3M | +30.5% | +1.0% | +29.4% | +27.0% |
| 6M | +7.0% | +2.0% | +5.0% | +2.0% |
| YTD | -26.8% | +2.8% | -29.6% | -31.6% |
| 1Y | -42.6% | +4.1% | -46.7% | -48.2% |
| 3Y | -0.3% | +14.1% | -14.5% | -28.1% |
| 5Y | -39.2% | +20.6% | -59.8% | -62.6% |
| All | +398.6% | +25.5% | +373.1% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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