+403.3%
ZS vs ED
+90.0%
+313.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.5% |
| 7D | -3.8% | -0.2% | -3.7% | -3.9% |
| 30D | -6.0% | +1.9% | -7.9% | -5.8% |
| 3M | +32.0% | +1.9% | +30.1% | +32.3% |
| 6M | +2.1% | -2.3% | +4.4% | +2.2% |
| YTD | -26.2% | +10.9% | -37.0% | -25.5% |
| 1Y | -41.2% | +14.5% | -55.7% | -40.5% |
| 3Y | +3.3% | +33.4% | -30.1% | +4.4% |
| 5Y | -40.7% | +67.3% | -108.0% | -40.1% |
| All | +403.3% | +90.0% | +313.3% | +448.6% |
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