+0.7%
ZS vs EIX
0.0%
+0.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.5% | -9.1% | -4.4% |
| 7D | -9.2% | +0.9% | -10.1% | -9.1% |
| 30D | -4.0% | -13.5% | +9.5% | -4.3% |
| 3M | +25.3% | -15.3% | +40.5% | +24.6% |
| 6M | -1.3% | -15.3% | +14.0% | -2.0% |
| YTD | -28.0% | +2.7% | -30.7% | -30.1% |
| 1Y | -42.5% | +17.4% | -59.9% | -45.4% |
| 3Y | +0.7% | -1.3% | +2.1% | -8.8% |
| All | +0.7% | 0.0% | +0.7% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling