-40.0%
ZS vs ALLE
+13.7%
-53.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -5.1% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +5.0% | -6.8% | +11.8% | +9.2% |
| 3M | +25.5% | +21.0% | +4.5% | +11.3% |
| 6M | +8.7% | +1.1% | +7.6% | +6.4% |
| YTD | -24.5% | -0.5% | -24.0% | -26.2% |
| 1Y | -36.7% | -7.3% | -29.4% | -35.2% |
| 3Y | +7.2% | +42.3% | -35.0% | -24.5% |
| All | -40.0% | +13.7% | -53.7% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling