+398.6%
ZS vs ELF
+404.7%
-6.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -3.1% | -11.6% | +8.5% | -1.0% |
| 30D | -7.2% | +4.6% | -11.8% | -8.1% |
| 3M | +30.5% | +59.7% | -29.2% | +19.6% |
| 6M | +7.0% | +21.2% | -14.2% | +1.8% |
| YTD | -26.8% | +27.4% | -54.3% | -31.5% |
| 1Y | -42.6% | -29.8% | -12.8% | -41.0% |
| 3Y | -0.3% | -28.5% | +28.1% | -6.0% |
| 5Y | -39.2% | +220.0% | -259.2% | -59.8% |
| All | +398.6% | +404.7% | -6.1% | +222.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling