-42.3%
ZS vs ECL
+29.5%
-71.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | -9.2% | -0.8% | -8.4% | -8.8% |
| 30D | -4.0% | -2.5% | -1.5% | -2.7% |
| 3M | +25.3% | +8.3% | +17.0% | +18.4% |
| 6M | -1.3% | -1.1% | -0.2% | -2.8% |
| YTD | -28.0% | +6.5% | -34.5% | -33.8% |
| 1Y | -42.5% | +2.1% | -44.6% | -45.7% |
| 3Y | +0.7% | +57.6% | -56.9% | -36.9% |
| 5Y | -42.3% | +28.1% | -70.4% | -62.3% |
| All | -42.3% | +29.5% | -71.8% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling