-0.3%
ZS vs EFX
-12.2%
+11.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | -3.1% | -4.5% | +1.4% | -1.1% |
| 30D | -7.2% | -6.1% | -1.1% | -4.7% |
| 3M | +30.5% | +6.2% | +24.3% | +26.1% |
| 6M | +7.0% | -11.2% | +18.2% | +11.4% |
| YTD | -26.8% | -21.4% | -5.4% | -20.1% |
| 1Y | -42.6% | -34.3% | -8.3% | -32.6% |
| 3Y | -0.3% | -12.5% | +12.2% | +0.9% |
| All | -0.3% | -12.2% | +11.9% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling