+173.1%
EXPE vs ZS
+517.5%
-344.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.8% |
| 7D | -9.5% | -7.8% | -1.7% | -8.2% |
| 30D | -6.6% | +5.0% | -11.7% | -7.9% |
| 3M | +31.4% | +25.5% | +5.8% | +25.1% |
| 6M | +35.2% | +8.7% | +26.5% | +29.0% |
| YTD | +5.8% | -24.5% | +30.3% | +8.1% |
| 1Y | +38.7% | -36.7% | +75.4% | +45.8% |
| 3Y | +175.8% | +7.2% | +168.6% | +157.9% |
| 5Y | +111.8% | -40.9% | +152.8% | +103.3% |
| All | +173.1% | +517.5% | -344.4% | +96.7% |
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