+398.6%
ZS vs ET
+199.7%
+198.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.9% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -7.2% | +2.9% | -10.1% | -7.9% |
| 3M | +30.5% | +16.8% | +13.7% | +25.2% |
| 6M | +7.0% | +18.9% | -11.9% | +2.1% |
| YTD | -26.8% | +37.7% | -64.5% | -32.9% |
| 1Y | -42.6% | +32.4% | -75.0% | -46.9% |
| 3Y | -0.3% | +99.5% | -99.8% | -16.5% |
| 5Y | -39.2% | +244.0% | -283.2% | -54.2% |
| All | +398.6% | +199.7% | +198.9% | +283.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling