-43.6%
ZS vs ELF
+283.9%
-327.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -13.7% | +4.3% | -17.9% | -14.4% |
| 30D | -14.2% | +7.7% | -21.9% | -15.6% |
| 3M | +8.5% | +24.7% | -16.2% | +3.3% |
| 6M | +30.2% | +114.6% | -84.5% | +8.5% |
| YTD | -13.8% | +55.8% | -69.6% | -23.8% |
| 1Y | -41.5% | +51.9% | -93.4% | -48.2% |
| 3Y | +10.7% | +24.6% | -13.9% | -19.5% |
| 5Y | -43.6% | +279.2% | -322.8% | -85.1% |
| All | -43.6% | +283.9% | -327.5% | -85.1% |
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