-43.6%
ZS vs ES
+1.4%
-45.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.9% |
| 7D | -16.9% | +1.9% | -18.8% | -17.0% |
| 30D | -7.4% | +7.1% | -14.5% | -8.0% |
| 3M | +21.6% | -1.9% | +23.5% | +21.7% |
| 6M | +42.4% | +4.4% | +38.0% | +41.4% |
| YTD | -12.1% | +7.3% | -19.4% | -13.4% |
| 1Y | -37.8% | +2.1% | -40.0% | -38.3% |
| 3Y | +20.9% | +41.8% | -20.9% | +10.6% |
| All | -43.6% | +1.4% | -45.0% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling