-44.3%
ZS vs ENB
+58.6%
-103.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.6% | +3.1% | -5.7% | -3.9% |
| 30D | -12.8% | +2.1% | -14.9% | -13.6% |
| 3M | +2.3% | -4.4% | +6.7% | +4.1% |
| 6M | +26.3% | -10.1% | +36.3% | +31.6% |
| YTD | -14.4% | +5.2% | -19.6% | -18.1% |
| 1Y | -37.6% | +4.2% | -41.9% | -40.1% |
| 3Y | +8.0% | +70.1% | -62.1% | -24.7% |
| All | -44.3% | +58.6% | -103.0% | -54.3% |
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