+149.8%
EXPE vs ZS
+504.0%
-354.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -11.5% | -3.8% | -7.7% | -10.8% |
| 30D | -13.1% | -6.0% | -7.1% | -12.4% |
| 3M | +18.1% | +32.0% | -13.8% | +11.5% |
| 6M | +13.3% | +2.1% | +11.1% | +9.4% |
| YTD | -3.2% | -26.2% | +22.9% | -0.7% |
| 1Y | +26.1% | -41.2% | +67.3% | +34.6% |
| 3Y | +151.7% | +3.3% | +148.4% | +137.1% |
| 5Y | +88.3% | -40.7% | +129.1% | +81.2% |
| All | +149.8% | +504.0% | -354.2% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling