-31.6%
ZS vs ELF
-3.2%
-28.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -12.3% | -1.5% | -10.7% | -12.2% |
| 30D | +11.2% | +9.5% | +1.7% | +10.9% |
| 3M | +37.5% | +29.4% | +8.1% | +36.9% |
| 6M | +57.8% | +83.7% | -25.9% | +59.6% |
| YTD | -0.2% | +49.4% | -49.6% | +2.8% |
| 1Y | -31.6% | -3.9% | -27.7% | -29.0% |
| All | -31.6% | -3.2% | -28.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling