+8.0%
ZS vs EFV
+91.8%
-83.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -2.6% | +2.5% | -5.2% | -4.2% |
| 30D | -12.8% | +2.9% | -15.7% | -14.4% |
| 3M | +2.3% | -1.4% | +3.7% | +3.1% |
| 6M | +26.3% | +5.5% | +20.7% | +21.4% |
| YTD | -14.4% | +16.1% | -30.5% | -25.6% |
| 1Y | -37.6% | +20.3% | -57.9% | -47.7% |
| 3Y | +8.0% | +90.4% | -82.4% | -43.3% |
| All | +8.0% | +91.8% | -83.7% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling