+483.2%
ZS vs EAT
+472.0%
+11.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -2.6% | -4.0% | +1.4% | -2.0% |
| 30D | -12.8% | -2.9% | -9.9% | -12.7% |
| 3M | +2.3% | -16.9% | +19.2% | +4.9% |
| 6M | +26.3% | +57.0% | -30.7% | +15.1% |
| YTD | -14.4% | +38.2% | -52.6% | -21.3% |
| 1Y | -37.6% | +69.3% | -106.9% | -44.9% |
| 3Y | +8.0% | +483.0% | -475.0% | -26.9% |
| 5Y | -44.9% | +364.1% | -409.0% | -62.4% |
| All | +483.2% | +472.0% | +11.2% | +335.5% |
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 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