+403.3%
ZS vs ESI
+267.6%
+135.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | -3.8% | +3.9% | -7.8% | -5.3% |
| 30D | -6.0% | -3.8% | -2.2% | -4.8% |
| 3M | +32.0% | -13.1% | +45.1% | +36.7% |
| 6M | +2.1% | +11.3% | -9.2% | -6.6% |
| YTD | -26.2% | +44.1% | -70.3% | -40.2% |
| 1Y | -41.2% | +40.3% | -81.5% | -52.0% |
| 3Y | +3.3% | +84.1% | -80.7% | -26.6% |
| 5Y | -40.7% | +75.8% | -116.5% | -57.1% |
| All | +403.3% | +267.6% | +135.8% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling