+501.7%
ETN vs ZS
+504.0%
-2.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.9% |
| 7D | +6.2% | -3.8% | +10.1% | +6.6% |
| 30D | -6.7% | -6.0% | -0.7% | -6.3% |
| 3M | +3.6% | +32.0% | -28.4% | +0.5% |
| 6M | +18.3% | +2.1% | +16.2% | +15.9% |
| YTD | +31.5% | -26.2% | +57.6% | +33.2% |
| 1Y | +20.6% | -41.2% | +61.7% | +25.4% |
| 3Y | +82.5% | +3.3% | +79.2% | +77.0% |
| 5Y | +177.8% | -40.7% | +218.5% | +171.4% |
| All | +501.7% | +504.0% | -2.3% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling