-42.3%
ZS vs EIX
+28.1%
-70.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.5% | -9.1% | -4.9% |
| 7D | -9.2% | +0.9% | -10.1% | -9.3% |
| 30D | -4.0% | -13.5% | +9.5% | -3.4% |
| 3M | +25.3% | -15.3% | +40.5% | +26.0% |
| 6M | -1.3% | -15.3% | +14.0% | -1.1% |
| YTD | -28.0% | +2.7% | -30.7% | -30.8% |
| 1Y | -42.5% | +17.4% | -59.9% | -46.5% |
| 3Y | +0.7% | -1.3% | +2.1% | -5.8% |
| 5Y | -42.3% | +27.2% | -69.5% | -46.3% |
| All | -42.3% | +28.1% | -70.4% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling