+395.4%
ZS vs EIX
+29.3%
+366.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -8.1% | +0.8% | -8.9% | -8.1% |
| 30D | -8.4% | -18.8% | +10.4% | -7.4% |
| 3M | +31.1% | -19.7% | +50.8% | +32.5% |
| 6M | +4.4% | -18.2% | +22.6% | +5.0% |
| YTD | -27.3% | -1.7% | -25.6% | -28.8% |
| 1Y | -41.4% | +7.8% | -49.1% | -43.4% |
| 3Y | +1.7% | -5.6% | +7.3% | -1.3% |
| 5Y | -39.6% | +23.7% | -63.3% | -43.4% |
| All | +395.4% | +29.3% | +366.1% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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