+503.2%
ZS vs ALLE
+148.3%
+354.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.4% |
| 7D | -11.1% | -0.6% | -10.4% | -10.8% |
| 30D | -14.8% | +26.6% | -41.5% | -22.5% |
| 3M | +18.0% | +13.2% | +4.8% | +12.0% |
| 6M | +30.8% | +42.9% | -12.0% | +12.7% |
| YTD | -11.5% | +21.0% | -32.5% | -19.4% |
| 1Y | -37.8% | +15.2% | -53.0% | -42.1% |
| 3Y | +16.6% | +95.6% | -79.0% | -15.6% |
| 5Y | -43.6% | +53.4% | -97.0% | -56.2% |
| All | +503.2% | +148.3% | +354.9% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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