+398.6%
ZS vs EFX
+47.6%
+351.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | -3.1% | -4.5% | +1.4% | -0.6% |
| 30D | -7.2% | -6.1% | -1.1% | -4.1% |
| 3M | +30.5% | +6.2% | +24.3% | +24.9% |
| 6M | +7.0% | -11.2% | +18.2% | +12.7% |
| YTD | -26.8% | -21.4% | -5.4% | -18.3% |
| 1Y | -42.6% | -34.3% | -8.3% | -29.5% |
| 3Y | -0.3% | -12.5% | +12.2% | -1.7% |
| 5Y | -39.2% | -35.6% | -3.6% | -30.1% |
| All | +398.6% | +47.6% | +351.1% | +289.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling