-2.8%
EXPE vs ZS
-39.0%
+36.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -2.6% | +2.1% | -0.1% |
| 30D | -6.1% | -12.8% | +6.7% | -4.2% |
| 3M | -21.3% | +2.3% | -23.6% | -22.3% |
| 6M | +19.0% | +26.3% | -7.3% | +7.3% |
| YTD | -8.4% | -14.4% | +6.0% | -11.3% |
| 1Y | -2.8% | -37.6% | +34.8% | -0.4% |
| All | -2.8% | -39.0% | +36.2% | -0.4% |
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