+0.7%
ZS vs ESTC
+11.7%
-11.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -3.0% |
| 7D | -9.2% | -4.3% | -4.9% | -7.5% |
| 30D | -4.0% | +17.7% | -21.7% | -11.6% |
| 3M | +25.3% | +42.3% | -17.0% | +6.0% |
| 6M | -1.3% | +64.6% | -65.9% | -20.9% |
| YTD | -28.0% | +17.2% | -45.2% | -34.9% |
| 1Y | -42.5% | -4.2% | -38.3% | -44.8% |
| 3Y | +0.7% | +13.5% | -12.8% | -6.7% |
| All | +0.7% | +11.7% | -11.0% | -6.7% |
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