-41.2%
ZS vs ECL
+0.5%
-41.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +1.6% |
| 7D | -3.8% | -2.7% | -1.1% | -5.1% |
| 30D | -6.0% | -4.3% | -1.7% | -7.9% |
| 3M | +32.0% | +3.2% | +28.8% | +34.7% |
| 6M | +2.1% | -2.9% | +5.0% | +7.1% |
| YTD | -26.2% | +4.3% | -30.4% | -25.0% |
| 1Y | -41.2% | +1.6% | -42.8% | -40.4% |
| All | -41.2% | +0.5% | -41.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling