+480.1%
ZS vs EQH
+230.1%
+250.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -8.1% | -1.8% | -6.3% | -7.5% |
| 30D | -8.4% | +2.4% | -10.9% | -9.1% |
| 3M | +31.1% | +26.3% | +4.8% | +21.1% |
| 6M | +4.4% | +35.8% | -31.4% | -5.8% |
| YTD | -27.3% | +12.7% | -40.0% | -30.3% |
| 1Y | -41.4% | +2.5% | -43.8% | -42.3% |
| 3Y | +1.7% | +98.6% | -97.0% | -17.3% |
| 5Y | -39.6% | +101.7% | -141.3% | -50.9% |
| All | +480.1% | +230.1% | +250.1% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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