+395.4%
ZS vs ESI
+251.0%
+144.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | +0.1% |
| 7D | -8.1% | -2.3% | -5.7% | -7.4% |
| 30D | -8.4% | -9.0% | +0.6% | -5.3% |
| 3M | +31.1% | -13.3% | +44.3% | +35.7% |
| 6M | +4.4% | +5.3% | -0.9% | -2.5% |
| YTD | -27.3% | +37.6% | -64.9% | -40.1% |
| 1Y | -41.4% | +33.6% | -75.0% | -51.3% |
| 3Y | +1.7% | +75.8% | -74.1% | -26.5% |
| 5Y | -39.6% | +68.6% | -108.2% | -55.6% |
| All | +395.4% | +251.0% | +144.4% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling