+323.9%
ZS vs ELAN
-28.2%
+352.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.3% |
| 7D | -3.1% | -5.4% | +2.3% | -1.9% |
| 30D | -7.2% | +4.7% | -11.9% | -8.3% |
| 3M | +30.5% | -3.7% | +34.1% | +30.8% |
| 6M | +7.0% | -1.2% | +8.2% | +4.6% |
| YTD | -26.8% | +2.4% | -29.2% | -29.4% |
| 1Y | -42.6% | +23.4% | -66.0% | -47.3% |
| 3Y | -0.3% | +96.7% | -97.0% | -26.0% |
| 5Y | -39.2% | -30.6% | -8.6% | -43.2% |
| All | +323.9% | -28.2% | +352.0% | +304.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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