+390.7%
ZS vs ELV
+94.7%
+296.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.3% | -4.4% |
| 7D | -9.2% | -0.3% | -8.9% | -9.1% |
| 30D | -4.0% | +2.0% | -6.0% | -4.3% |
| 3M | +25.3% | -3.5% | +28.8% | +25.9% |
| 6M | -1.3% | +40.2% | -41.5% | -7.3% |
| YTD | -28.0% | +15.8% | -43.8% | -30.5% |
| 1Y | -42.5% | +33.2% | -75.7% | -46.1% |
| 3Y | +0.7% | -6.2% | +7.0% | +0.3% |
| 5Y | -42.3% | +16.4% | -58.7% | -45.3% |
| All | +390.7% | +94.7% | +296.0% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling