+313.3%
ZS vs EQX
+232.0%
+81.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.7% |
| 30D | -7.2% | +7.8% | -15.0% | -8.2% |
| 3M | +30.5% | +21.3% | +9.1% | +26.8% |
| 6M | +7.0% | -22.4% | +29.4% | +9.1% |
| YTD | -26.8% | -11.3% | -15.5% | -27.3% |
| 1Y | -42.6% | +13.5% | -56.1% | -45.3% |
| 3Y | -0.3% | +162.1% | -162.4% | -18.6% |
| 5Y | -39.2% | +84.2% | -123.4% | -50.5% |
| All | +313.3% | +232.0% | +81.3% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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