+414.5%
ZS vs USFR
+25.3%
+389.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.6% |
| 7D | -7.8% | +0.1% | -7.9% | -8.0% |
| 30D | +5.0% | +0.3% | +4.7% | +4.2% |
| 3M | +25.5% | +1.0% | +24.5% | +22.3% |
| 6M | +8.7% | +1.9% | +6.8% | +3.8% |
| YTD | -24.5% | +2.6% | -27.1% | -29.1% |
| 1Y | -36.7% | +4.0% | -40.7% | -42.8% |
| 3Y | +7.2% | +14.1% | -6.9% | -22.6% |
| 5Y | -40.9% | +20.4% | -61.3% | -63.5% |
| All | +414.5% | +25.3% | +389.3% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling