-42.6%
ZS vs ELF
-28.2%
-14.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | -3.1% | -11.6% | +8.5% | -2.7% |
| 30D | -7.2% | +4.6% | -11.8% | -7.3% |
| 3M | +30.5% | +59.7% | -29.2% | +29.9% |
| 6M | +7.0% | +21.2% | -14.2% | +9.9% |
| YTD | -26.8% | +27.4% | -54.3% | -25.0% |
| 1Y | -42.6% | -29.8% | -12.8% | -37.8% |
| All | -42.6% | -28.2% | -14.4% | -37.8% |
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 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