+414.5%
ZS vs ELF
+471.2%
-56.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.9% |
| 7D | -7.8% | +5.4% | -13.2% | -8.7% |
| 30D | +5.0% | +27.0% | -21.9% | +0.6% |
| 3M | +25.5% | +113.2% | -87.7% | +9.3% |
| 6M | +8.7% | +36.6% | -27.9% | +1.3% |
| YTD | -24.5% | +44.2% | -68.7% | -30.8% |
| 1Y | -36.7% | -18.0% | -18.7% | -36.7% |
| 3Y | +7.2% | -19.9% | +27.1% | -0.8% |
| 5Y | -40.9% | +257.7% | -298.6% | -61.7% |
| All | +414.5% | +471.2% | -56.7% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling