+390.7%
ZS vs EFX
+49.8%
+340.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.6% | -2.9% |
| 7D | -9.2% | -7.8% | -1.4% | -5.0% |
| 30D | -4.0% | -5.7% | +1.7% | -1.0% |
| 3M | +25.3% | +2.5% | +22.8% | +22.3% |
| 6M | -1.3% | -16.7% | +15.4% | +7.8% |
| YTD | -28.0% | -20.2% | -7.8% | -20.2% |
| 1Y | -42.5% | -31.4% | -11.1% | -31.1% |
| 3Y | +0.7% | -10.5% | +11.2% | -1.9% |
| 5Y | -42.3% | -35.2% | -7.1% | -34.0% |
| All | +390.7% | +49.8% | +340.9% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling