+390.7%
ZS vs EFV
+113.7%
+277.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.2% |
| 7D | -9.2% | +1.0% | -10.2% | -9.8% |
| 30D | -4.0% | +0.2% | -4.2% | -4.1% |
| 3M | +25.3% | +9.6% | +15.7% | +17.4% |
| 6M | -1.3% | +14.0% | -15.3% | -10.5% |
| YTD | -28.0% | +18.5% | -46.5% | -36.8% |
| 1Y | -42.5% | +27.9% | -70.4% | -52.4% |
| 3Y | +0.7% | +92.4% | -91.7% | -37.5% |
| 5Y | -42.3% | +97.2% | -139.5% | -65.1% |
| All | +390.7% | +113.7% | +277.1% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling