+16.6%
ZS vs ESTC
+20.1%
-3.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -1.5% |
| 7D | -11.1% | -1.2% | -9.9% | -10.6% |
| 30D | -14.8% | -8.1% | -6.7% | -11.4% |
| 3M | +18.0% | +20.2% | -2.2% | +8.2% |
| 6M | +30.8% | +72.7% | -41.9% | +3.1% |
| YTD | -11.5% | +19.6% | -31.2% | -20.4% |
| 1Y | -37.8% | +0.3% | -38.1% | -41.0% |
| 3Y | +16.6% | +22.8% | -6.2% | +13.5% |
| All | +16.6% | +20.1% | -3.5% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling