+20.9%
ZS vs ES
+46.3%
-25.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -3.2% |
| 7D | -16.9% | +1.9% | -18.8% | -16.8% |
| 30D | -7.4% | +7.1% | -14.5% | -7.3% |
| 3M | +21.6% | -1.9% | +23.5% | +21.6% |
| 6M | +42.4% | +4.4% | +38.0% | +42.4% |
| YTD | -12.1% | +7.3% | -19.4% | -12.5% |
| 1Y | -37.8% | +2.1% | -40.0% | -37.9% |
| 3Y | +20.9% | +41.8% | -20.9% | +12.3% |
| All | +20.9% | +46.3% | -25.4% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling