-31.6%
ZS vs ET
+24.7%
-56.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.3% |
| 7D | -12.3% | -6.0% | -6.2% | -12.3% |
| 30D | +11.2% | -6.1% | +17.3% | +10.7% |
| 3M | +37.5% | -2.7% | +40.2% | +37.0% |
| 6M | +57.8% | +0.2% | +57.6% | +57.3% |
| YTD | -0.2% | +24.3% | -24.6% | +6.7% |
| 1Y | -31.6% | +26.4% | -58.0% | -26.6% |
| All | -31.6% | +24.7% | -56.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling