+398.6%
ZS vs EFV
+113.4%
+285.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | -0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.6% |
| 30D | -7.2% | +0.6% | -7.8% | -7.6% |
| 3M | +30.5% | +7.5% | +22.9% | +23.9% |
| 6M | +7.0% | +13.0% | -6.1% | -2.4% |
| YTD | -26.8% | +18.3% | -45.2% | -35.8% |
| 1Y | -42.6% | +26.7% | -69.3% | -52.2% |
| 3Y | -0.3% | +89.6% | -89.9% | -37.6% |
| 5Y | -39.2% | +98.2% | -137.4% | -63.3% |
| All | +398.6% | +113.4% | +285.2% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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