-36.7%
ZS vs ENB
+7.5%
-44.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.8% |
| 7D | -7.8% | -0.2% | -7.6% | -7.9% |
| 30D | +5.0% | -2.2% | +7.3% | +4.2% |
| 3M | +25.5% | -10.5% | +36.0% | +21.0% |
| 6M | +8.7% | -5.1% | +13.8% | +8.9% |
| YTD | -24.5% | +9.0% | -33.5% | -18.0% |
| 1Y | -36.7% | +8.2% | -44.9% | -30.7% |
| All | -36.7% | +7.5% | -44.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling