-31.6%
ZS vs EL
+25.6%
-57.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -1.0% |
| 7D | -12.3% | +2.5% | -14.8% | -12.5% |
| 30D | +11.2% | +20.1% | -8.9% | +9.0% |
| 3M | +37.5% | +29.3% | +8.2% | +34.1% |
| 6M | +57.8% | +38.8% | +19.1% | +50.7% |
| YTD | -0.2% | +8.1% | -8.3% | +1.6% |
| 1Y | -31.6% | +22.3% | -54.0% | -30.9% |
| All | -31.6% | +25.6% | -57.3% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling