-40.7%
ZS vs ESI
+74.4%
-115.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | -3.8% | +3.9% | -7.8% | -5.7% |
| 30D | -6.0% | -3.8% | -2.2% | -4.4% |
| 3M | +32.0% | -13.1% | +45.1% | +37.6% |
| 6M | +2.1% | +11.3% | -9.2% | -10.6% |
| YTD | -26.2% | +44.1% | -70.3% | -46.1% |
| 1Y | -41.2% | +40.3% | -81.5% | -56.7% |
| 3Y | +3.3% | +84.1% | -80.7% | -41.6% |
| 5Y | -40.7% | +75.8% | -116.5% | -65.7% |
| All | -40.7% | +74.4% | -115.2% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling