-40.7%
ZS vs EAT
+310.8%
-351.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.5% |
| 7D | -3.8% | -6.8% | +3.0% | -2.0% |
| 30D | -6.0% | -5.4% | -0.6% | -5.1% |
| 3M | +32.0% | +42.8% | -10.8% | +17.5% |
| 6M | +2.1% | +56.5% | -54.4% | -13.8% |
| YTD | -26.2% | +50.0% | -76.2% | -37.2% |
| 1Y | -41.2% | +38.3% | -79.4% | -49.1% |
| 3Y | +3.3% | +591.6% | -588.3% | -60.0% |
| 5Y | -40.7% | +312.6% | -353.4% | -76.5% |
| All | -40.7% | +310.8% | -351.5% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling