-40.7%
ZS vs USFR
+20.4%
-61.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 3M | +32.0% | +1.0% | +31.0% | +26.8% |
| 6M | +2.1% | +1.9% | +0.2% | -4.8% |
| YTD | -26.2% | +2.7% | -28.8% | -32.9% |
| 1Y | -41.2% | +4.0% | -45.1% | -49.4% |
| 3Y | +3.3% | +14.0% | -10.7% | -33.2% |
| 5Y | -40.7% | +20.4% | -61.1% | -69.9% |
| All | -40.7% | +20.4% | -61.1% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling