+398.6%
ZS vs EL
-25.0%
+423.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -3.1% | -6.5% | +3.4% | -0.9% |
| 30D | -7.2% | +11.1% | -18.3% | -11.0% |
| 3M | +30.5% | +10.7% | +19.8% | +25.2% |
| 6M | +7.0% | +6.9% | +0.1% | +1.8% |
| YTD | -26.8% | -6.3% | -20.6% | -27.9% |
| 1Y | -42.6% | +13.5% | -56.1% | -47.9% |
| 3Y | -0.3% | -33.1% | +32.8% | +3.5% |
| 5Y | -39.2% | -68.8% | +29.5% | -9.0% |
| All | +398.6% | -25.0% | +423.6% | +412.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling