+0.7%
ZS vs ESI
+82.9%
-82.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | -9.2% | +5.4% | -14.6% | -10.6% |
| 30D | -4.0% | -4.2% | +0.2% | -3.0% |
| 3M | +25.3% | -9.6% | +34.9% | +26.7% |
| 6M | -1.3% | +18.3% | -19.6% | -12.4% |
| YTD | -28.0% | +45.8% | -73.8% | -42.9% |
| 1Y | -42.5% | +39.2% | -81.6% | -53.5% |
| 3Y | +0.7% | +86.3% | -85.5% | -32.7% |
| All | +0.7% | +82.9% | -82.2% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling