+348.4%
ZS vs ESTC
+23.7%
+324.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.6% | +3.7% |
| 7D | -3.8% | -3.3% | -0.5% | -2.1% |
| 30D | -6.0% | +13.4% | -19.4% | -13.8% |
| 3M | +32.0% | +41.3% | -9.3% | +7.0% |
| 6M | +2.1% | +62.6% | -60.5% | -22.6% |
| YTD | -26.2% | +14.8% | -40.9% | -32.7% |
| 1Y | -41.2% | -5.1% | -36.1% | -41.6% |
| 3Y | +3.3% | +11.2% | -7.8% | -19.8% |
| 5Y | -40.7% | -47.0% | +6.3% | -35.7% |
| All | +348.4% | +23.7% | +324.7% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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