+483.2%
ZS vs ED
+113.9%
+369.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.2% |
| 7D | -2.6% | +2.1% | -4.7% | -2.4% |
| 30D | -12.8% | +10.4% | -23.2% | -11.8% |
| 3M | +2.3% | +12.5% | -10.3% | +3.8% |
| 6M | +26.3% | +14.9% | +11.4% | +28.5% |
| YTD | -14.4% | +24.8% | -39.3% | -12.4% |
| 1Y | -37.6% | +23.8% | -61.5% | -36.2% |
| 3Y | +8.0% | +51.6% | -43.6% | +10.7% |
| 5Y | -44.9% | +86.4% | -131.3% | -43.5% |
| All | +483.2% | +113.9% | +369.4% | +544.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling