+483.2%
ZS vs EIX
+39.4%
+443.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -2.6% | +1.4% | -4.0% | -2.7% |
| 30D | -12.8% | +8.5% | -21.4% | -13.3% |
| 3M | +2.3% | -13.5% | +15.7% | +3.0% |
| 6M | +26.3% | -12.4% | +38.6% | +26.7% |
| YTD | -14.4% | +5.9% | -20.3% | -16.6% |
| 1Y | -37.6% | +7.6% | -45.2% | -39.4% |
| 3Y | +8.0% | +12.8% | -4.7% | +2.8% |
| 5Y | -44.9% | +19.2% | -64.1% | -48.1% |
| All | +483.2% | +39.4% | +443.9% | +436.9% |
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