+395.4%
ZS vs EAT
+519.2%
-123.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.1% | -6.2% | -1.9% | -7.1% |
| 30D | -8.4% | -3.0% | -5.4% | -8.3% |
| 3M | +31.1% | +45.6% | -14.6% | +22.1% |
| 6M | +4.4% | +53.5% | -49.2% | -4.9% |
| YTD | -27.3% | +49.6% | -76.9% | -33.7% |
| 1Y | -41.4% | +38.9% | -80.3% | -46.1% |
| 3Y | +1.7% | +589.7% | -588.0% | -33.1% |
| 5Y | -39.6% | +318.7% | -358.3% | -58.6% |
| All | +395.4% | +519.2% | -123.8% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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