+321.1%
ZS vs ELAN
-29.1%
+350.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -0.9% |
| 7D | -8.1% | -6.4% | -1.7% | -6.7% |
| 30D | -8.4% | +0.6% | -9.0% | -8.8% |
| 3M | +31.1% | 0.0% | +31.1% | +30.2% |
| 6M | +4.4% | -3.4% | +7.8% | +2.6% |
| YTD | -27.3% | +1.0% | -28.3% | -29.7% |
| 1Y | -41.4% | +24.7% | -66.1% | -46.4% |
| 3Y | +1.7% | +97.2% | -95.6% | -24.7% |
| 5Y | -39.6% | -31.5% | -8.1% | -43.4% |
| All | +321.1% | -29.1% | +350.2% | +303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling