+358.4%
ZS vs ESTC
+31.2%
+327.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -2.1% |
| 7D | -7.8% | -8.1% | +0.3% | -3.6% |
| 30D | +5.0% | +31.7% | -26.6% | -11.3% |
| 3M | +25.5% | +41.1% | -15.5% | +1.9% |
| 6M | +8.7% | +77.1% | -68.4% | -21.4% |
| YTD | -24.5% | +21.7% | -46.2% | -33.3% |
| 1Y | -36.7% | +8.4% | -45.1% | -41.5% |
| 3Y | +7.2% | +23.6% | -16.4% | -21.8% |
| 5Y | -40.9% | -46.5% | +5.5% | -36.4% |
| All | +358.4% | +31.2% | +327.3% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling