-38.6%
ZS vs EFX
-37.1%
-1.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.6% | +3.9% |
| 7D | -3.8% | -9.4% | +5.5% | +2.5% |
| 30D | -6.0% | -6.9% | +0.9% | -1.8% |
| 3M | +32.0% | +0.1% | +31.9% | +29.9% |
| 6M | +2.1% | -17.3% | +19.5% | +13.7% |
| YTD | -26.2% | -21.8% | -4.3% | -15.6% |
| 1Y | -41.2% | -32.5% | -8.6% | -26.2% |
| 3Y | +3.3% | -12.3% | +15.7% | -5.7% |
| All | -38.6% | -37.1% | -1.5% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling