+487.3%
ZS vs EIX
+38.8%
+448.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -13.7% | -2.5% | -11.1% | -13.5% |
| 30D | -14.2% | +7.7% | -21.9% | -14.6% |
| 3M | +8.5% | -12.9% | +21.4% | +9.3% |
| 6M | +30.2% | -12.7% | +42.9% | +30.7% |
| YTD | -13.8% | +5.5% | -19.3% | -16.0% |
| 1Y | -41.5% | +9.4% | -50.9% | -43.3% |
| 3Y | +10.7% | +9.7% | +1.0% | +5.7% |
| 5Y | -43.6% | +16.9% | -60.5% | -46.9% |
| All | +487.3% | +38.8% | +448.5% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling