-5.5%
ETN vs ZS
-31.8%
+26.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.6% | -9.9% |
| 7D | -10.1% | -12.3% | +2.1% | -10.9% |
| 30D | -18.4% | +11.2% | -29.6% | -17.6% |
| 3M | -20.4% | +37.5% | -57.9% | -17.7% |
| 6M | -16.0% | +57.8% | -73.8% | -10.6% |
| YTD | +11.8% | -0.2% | +12.0% | +23.0% |
| 1Y | -5.5% | -31.6% | +26.2% | +7.0% |
| All | -5.5% | -31.8% | +26.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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