-42.3%
ZS vs ED
+71.7%
-114.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.4% |
| 7D | -9.2% | +0.5% | -9.7% | -9.1% |
| 30D | -4.0% | +1.1% | -5.1% | -3.7% |
| 3M | +25.3% | +4.6% | +20.6% | +26.9% |
| 6M | -1.3% | -2.0% | +0.7% | -1.2% |
| YTD | -28.0% | +11.7% | -39.7% | -26.0% |
| 1Y | -42.5% | +15.7% | -58.2% | -40.5% |
| 3Y | +0.7% | +34.4% | -33.6% | +4.6% |
| 5Y | -42.3% | +67.3% | -109.6% | -36.6% |
| All | -42.3% | +71.7% | -114.0% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling