+403.3%
ZS vs ET
+201.5%
+201.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -3.8% | +0.6% | -4.5% | -4.0% |
| 30D | -6.0% | +5.3% | -11.3% | -7.3% |
| 3M | +32.0% | +15.6% | +16.3% | +27.0% |
| 6M | +2.1% | +20.6% | -18.5% | -2.9% |
| YTD | -26.2% | +38.5% | -64.7% | -32.4% |
| 1Y | -41.2% | +35.7% | -76.9% | -45.9% |
| 3Y | +3.3% | +98.4% | -95.0% | -13.4% |
| 5Y | -40.7% | +245.3% | -286.0% | -55.4% |
| All | +403.3% | +201.5% | +201.8% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling