+485.5%
ZS vs ECL
+144.2%
+341.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -5.2% | -0.5% | -4.8% | -5.0% |
| 30D | -15.5% | +6.6% | -22.1% | -17.7% |
| 3M | +9.0% | +9.6% | -0.7% | +4.6% |
| 6M | +32.2% | +21.6% | +10.6% | +20.0% |
| YTD | -14.1% | +16.9% | -31.0% | -21.7% |
| 1Y | -39.1% | +17.9% | -56.9% | -44.7% |
| 3Y | +10.4% | +76.5% | -66.1% | -18.3% |
| 5Y | -44.6% | +36.6% | -81.3% | -57.0% |
| All | +485.5% | +144.2% | +341.3% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling