+30.2%
ZS vs ED
+13.3%
+16.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -13.7% | -0.9% | -12.7% | -14.1% |
| 30D | -14.2% | +11.2% | -25.4% | -7.0% |
| 3M | +8.5% | +11.8% | -3.2% | +18.2% |
| 6M | +30.2% | +14.1% | +16.1% | +48.4% |
| All | +30.2% | +13.3% | +16.9% | +48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling