+483.2%
ZS vs ENB
+149.8%
+333.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -2.6% | +1.7% | -4.3% | -3.2% |
| 30D | -12.8% | +0.7% | -13.5% | -13.1% |
| 3M | +2.3% | -5.8% | +8.1% | +4.2% |
| 6M | +26.3% | -11.3% | +37.6% | +31.2% |
| YTD | -14.4% | +3.7% | -18.1% | -16.4% |
| 1Y | -37.6% | +2.8% | -40.4% | -38.9% |
| 3Y | +8.0% | +67.7% | -59.7% | -12.7% |
| 5Y | -44.9% | +57.1% | -102.0% | -53.9% |
| All | +483.2% | +149.8% | +333.4% | +299.7% |
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 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