-40.4%
ZS vs ENB
+7.9%
-48.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.3% |
| 7D | -3.8% | -0.3% | -3.5% | -3.9% |
| 30D | -6.0% | -1.1% | -4.9% | -6.3% |
| 3M | +32.0% | -8.5% | +40.5% | +28.1% |
| 6M | +2.1% | -4.5% | +6.7% | +2.6% |
| YTD | -26.2% | +9.1% | -35.2% | -19.7% |
| All | -40.4% | +7.9% | -48.3% | -35.0% |
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