+499.0%
ZS vs ALLE
+141.6%
+357.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.7% |
| 7D | -16.9% | -0.6% | -16.3% | -16.7% |
| 30D | -7.4% | +25.3% | -32.8% | -15.4% |
| 3M | +21.6% | +10.3% | +11.3% | +16.6% |
| 6M | +42.4% | +38.0% | +4.3% | +24.4% |
| YTD | -12.1% | +17.8% | -29.9% | -19.1% |
| 1Y | -37.8% | +13.6% | -51.4% | -41.9% |
| 3Y | +20.9% | +89.2% | -68.3% | -11.3% |
| 5Y | -41.6% | +51.1% | -92.7% | -54.3% |
| All | +499.0% | +141.6% | +357.4% | +260.4% |
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