+398.6%
ZS vs ELV
+103.7%
+294.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -3.1% | +3.2% | -6.3% | -3.7% |
| 30D | -7.2% | +5.4% | -12.6% | -8.1% |
| 3M | +30.5% | +5.4% | +25.1% | +29.1% |
| 6M | +7.0% | +45.7% | -38.7% | -0.2% |
| YTD | -26.8% | +21.2% | -48.0% | -29.9% |
| 1Y | -42.6% | +35.6% | -78.2% | -46.4% |
| 3Y | -0.3% | -2.0% | +1.7% | -1.5% |
| 5Y | -39.2% | +26.0% | -65.2% | -43.3% |
| All | +398.6% | +103.7% | +294.9% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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