-40.7%
ZS vs ENB
+68.4%
-109.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.8% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -6.0% | -1.1% | -4.9% | -5.7% |
| 3M | +32.0% | -8.5% | +40.5% | +36.2% |
| 6M | +2.1% | -4.5% | +6.7% | +3.5% |
| YTD | -26.2% | +9.1% | -35.2% | -30.2% |
| 1Y | -41.2% | +8.0% | -49.1% | -44.3% |
| 3Y | +3.3% | +77.8% | -74.5% | -28.6% |
| 5Y | -40.7% | +69.4% | -110.1% | -54.2% |
| All | -40.7% | +68.4% | -109.2% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling