+0.7%
ZS vs EL
-30.9%
+31.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.3% |
| 7D | -9.2% | +1.7% | -10.9% | -9.5% |
| 30D | -4.0% | +15.5% | -19.5% | -6.2% |
| 3M | +25.3% | +20.6% | +4.7% | +21.5% |
| 6M | -1.3% | +10.5% | -11.8% | -3.9% |
| YTD | -28.0% | -1.9% | -26.1% | -28.5% |
| 1Y | -42.5% | +16.1% | -58.6% | -44.8% |
| 3Y | +0.7% | -30.2% | +31.0% | +9.1% |
| All | +0.7% | -30.9% | +31.7% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling