+483.2%
ZS vs ESI
+239.8%
+243.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -2.6% | +5.5% | -8.1% | -4.5% |
| 30D | -12.8% | -7.8% | -5.1% | -10.6% |
| 3M | +2.3% | -15.0% | +17.3% | +7.2% |
| 6M | +26.3% | -24.9% | +51.2% | +35.9% |
| YTD | -14.4% | +33.2% | -47.7% | -29.5% |
| 1Y | -37.6% | +24.9% | -62.6% | -47.3% |
| 3Y | +8.0% | +77.8% | -69.7% | -23.2% |
| 5Y | -44.9% | +37.1% | -82.0% | -57.5% |
| All | +483.2% | +239.8% | +243.4% | +231.6% |
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 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