-43.6%
ZS vs ESTC
-48.1%
+4.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -2.1% |
| 7D | -11.1% | -1.2% | -9.9% | -10.4% |
| 30D | -14.8% | -8.1% | -6.7% | -10.6% |
| 3M | +18.0% | +20.2% | -2.2% | +4.8% |
| 6M | +30.8% | +72.7% | -41.9% | -5.3% |
| YTD | -11.5% | +19.6% | -31.2% | -21.5% |
| 1Y | -37.8% | +0.3% | -38.1% | -40.0% |
| 3Y | +16.6% | +22.8% | -6.2% | -17.1% |
| 5Y | -43.6% | -50.9% | +7.3% | -39.4% |
| All | -43.6% | -48.1% | +4.5% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling