+414.5%
ZS vs EL
-19.8%
+434.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -5.5% |
| 7D | -7.8% | +0.8% | -8.6% | -8.1% |
| 30D | +5.0% | +19.8% | -14.8% | -1.8% |
| 3M | +25.5% | +25.7% | -0.2% | +15.3% |
| 6M | +8.7% | +5.4% | +3.3% | +4.0% |
| YTD | -24.5% | +0.2% | -24.7% | -27.2% |
| 1Y | -36.7% | +20.4% | -57.1% | -43.7% |
| 3Y | +7.2% | -32.1% | +39.3% | +12.0% |
| 5Y | -40.9% | -67.2% | +26.3% | -13.0% |
| All | +414.5% | -19.8% | +434.3% | +417.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling