+8.0%
ZS vs ALLE
+94.0%
-86.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -2.6% | +3.6% | -6.2% | -3.5% |
| 30D | -12.8% | +25.9% | -38.7% | -17.6% |
| 3M | +2.3% | +15.8% | -13.5% | -1.5% |
| 6M | +26.3% | +48.1% | -21.8% | +14.2% |
| YTD | -14.4% | +22.0% | -36.4% | -18.7% |
| 1Y | -37.6% | +18.0% | -55.7% | -40.0% |
| 3Y | +8.0% | +93.1% | -85.1% | -10.7% |
| All | +8.0% | +94.0% | -86.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling