+0.6%
ZS vs USFR
+14.0%
-13.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -3.8% | +0.1% | -3.9% | -4.1% |
| 30D | -6.0% | +0.3% | -6.3% | -7.0% |
| 3M | +32.0% | +1.0% | +31.0% | +27.0% |
| 6M | +2.1% | +1.9% | +0.2% | -3.6% |
| YTD | -26.2% | +2.7% | -28.8% | -31.7% |
| 1Y | -41.2% | +4.0% | -45.1% | -48.0% |
| All | +0.6% | +14.0% | -13.4% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling