+390.7%
ZS vs ALLE
+102.6%
+288.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | -9.2% | +2.8% | -12.0% | -10.2% |
| 30D | -4.0% | -7.6% | +3.6% | -1.1% |
| 3M | +25.3% | +22.8% | +2.5% | +14.8% |
| 6M | -1.3% | +4.6% | -5.9% | -4.2% |
| YTD | -28.0% | -1.2% | -26.8% | -28.8% |
| 1Y | -42.5% | -9.1% | -33.4% | -41.1% |
| 3Y | +0.7% | +50.0% | -49.3% | -18.6% |
| 5Y | -42.3% | +15.2% | -57.5% | -50.6% |
| All | +390.7% | +102.6% | +288.1% | +217.1% |
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