+414.5%
ZS vs ESI
+269.9%
+144.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -5.6% |
| 7D | -7.8% | +3.3% | -11.2% | -8.9% |
| 30D | +5.0% | -5.9% | +10.9% | +7.2% |
| 3M | +25.5% | -14.1% | +39.6% | +30.6% |
| 6M | +8.7% | +6.6% | +2.1% | +1.0% |
| YTD | -24.5% | +45.0% | -69.5% | -39.0% |
| 1Y | -36.7% | +41.5% | -78.2% | -48.5% |
| 3Y | +7.2% | +78.8% | -71.6% | -22.9% |
| 5Y | -40.9% | +70.9% | -111.8% | -57.0% |
| All | +414.5% | +269.9% | +144.6% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling