+414.5%
ZS vs ED
+89.6%
+324.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.6% |
| 7D | -7.8% | -0.2% | -7.6% | -7.9% |
| 30D | +5.0% | -0.1% | +5.2% | +5.1% |
| 3M | +25.5% | +3.9% | +21.6% | +26.1% |
| 6M | +8.7% | -3.0% | +11.7% | +8.6% |
| YTD | -24.5% | +10.7% | -35.2% | -23.8% |
| 1Y | -36.7% | +13.3% | -50.0% | -36.0% |
| 3Y | +7.2% | +34.5% | -27.3% | +8.3% |
| 5Y | -40.9% | +67.1% | -108.1% | -40.3% |
| All | +414.5% | +89.6% | +324.9% | +460.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling