-41.2%
ZS vs ES
+17.2%
-58.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +2.3% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -6.0% | -1.0% | -5.0% | -6.1% |
| 3M | +32.0% | +1.5% | +30.5% | +32.3% |
| 6M | +2.1% | -3.5% | +5.6% | +3.2% |
| YTD | -26.2% | +7.0% | -33.1% | -26.3% |
| 1Y | -41.2% | +15.3% | -56.5% | -43.7% |
| All | -41.2% | +17.2% | -58.3% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling