+414.5%
ZS vs EAT
+564.0%
-149.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -7.8% | 0.0% | -7.8% | -7.9% |
| 30D | +5.0% | +1.9% | +3.2% | +4.4% |
| 3M | +25.5% | +68.7% | -43.1% | +14.0% |
| 6M | +8.7% | +66.9% | -58.2% | -2.4% |
| YTD | -24.5% | +60.4% | -84.9% | -31.9% |
| 1Y | -36.7% | +44.0% | -80.7% | -42.2% |
| 3Y | +7.2% | +604.7% | -597.5% | -29.6% |
| 5Y | -40.9% | +347.0% | -387.9% | -59.9% |
| All | +414.5% | +564.0% | -149.4% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling