-40.7%
ZS vs EL
-68.4%
+27.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.4% | +3.5% |
| 7D | -3.8% | -2.4% | -1.5% | -3.2% |
| 30D | -6.0% | +13.7% | -19.7% | -10.4% |
| 3M | +32.0% | +14.5% | +17.5% | +25.3% |
| 6M | +2.1% | +7.4% | -5.3% | -2.8% |
| YTD | -26.2% | -4.7% | -21.5% | -27.5% |
| 1Y | -41.2% | +12.9% | -54.1% | -46.5% |
| 3Y | +3.3% | -32.2% | +35.5% | +10.6% |
| 5Y | -40.7% | -68.4% | +27.7% | +10.0% |
| All | -40.7% | -68.4% | +27.6% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling