+414.5%
ZS vs ENB
+162.5%
+252.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -7.8% | -0.2% | -7.6% | -7.7% |
| 30D | +5.0% | -2.2% | +7.3% | +5.8% |
| 3M | +25.5% | -10.5% | +36.0% | +29.9% |
| 6M | +8.7% | -5.1% | +13.8% | +10.1% |
| YTD | -24.5% | +9.0% | -33.5% | -27.4% |
| 1Y | -36.7% | +8.2% | -44.9% | -39.1% |
| 3Y | +7.2% | +67.8% | -60.5% | -13.3% |
| 5Y | -40.9% | +69.4% | -110.3% | -51.9% |
| All | +414.5% | +162.5% | +252.1% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling