-31.6%
ZS vs EFX
-7.5%
-24.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.1% |
| 7D | -12.3% | +9.2% | -21.5% | -15.3% |
| 30D | +11.2% | +34.8% | -23.6% | -2.9% |
| 3M | +37.5% | +8.8% | +28.7% | +32.6% |
| 6M | +57.8% | +12.3% | +45.5% | +48.3% |
| YTD | -0.2% | -10.6% | +10.4% | +1.8% |
| 1Y | -31.6% | -6.7% | -24.9% | -32.8% |
| All | -31.6% | -7.5% | -24.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling