-31.6%
ZS vs ED
+27.1%
-58.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | +2.2% |
| 7D | -12.3% | +5.4% | -17.6% | -8.2% |
| 30D | +11.2% | +16.4% | -5.1% | +26.5% |
| 3M | +37.5% | +11.9% | +25.6% | +51.8% |
| 6M | +57.8% | +11.6% | +46.3% | +75.5% |
| YTD | -0.2% | +24.1% | -24.3% | +20.7% |
| 1Y | -31.6% | +26.9% | -58.5% | -15.8% |
| All | -31.6% | +27.1% | -58.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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