-40.7%
ZS vs ELF
+230.6%
-271.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.6% | +3.4% |
| 7D | -3.8% | -6.8% | +2.9% | -2.4% |
| 30D | -6.0% | +5.1% | -11.1% | -7.1% |
| 3M | +32.0% | +79.8% | -47.8% | +15.7% |
| 6M | +2.1% | +29.7% | -27.6% | -5.1% |
| YTD | -26.2% | +31.6% | -57.8% | -32.2% |
| 1Y | -41.2% | -27.9% | -13.2% | -39.0% |
| 3Y | +3.3% | -26.4% | +29.7% | -8.4% |
| 5Y | -40.7% | +235.6% | -276.3% | -83.4% |
| All | -40.7% | +230.6% | -271.3% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling