-0.3%
ZS vs ET
+96.2%
-96.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +1.0% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -7.2% | +2.9% | -10.1% | -8.3% |
| 3M | +30.5% | +16.8% | +13.7% | +22.0% |
| 6M | +7.0% | +18.9% | -11.9% | -0.9% |
| YTD | -26.8% | +37.7% | -64.5% | -37.0% |
| 1Y | -42.6% | +32.4% | -75.0% | -49.7% |
| 3Y | -0.3% | +99.5% | -99.8% | -22.6% |
| All | -0.3% | +96.2% | -96.5% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling