-36.7%
ZS vs ETR
+23.8%
-60.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.8% |
| 7D | -7.8% | +1.4% | -9.3% | -7.0% |
| 30D | +5.0% | +1.0% | +4.1% | +5.8% |
| 3M | +25.5% | -1.3% | +26.8% | +25.1% |
| 6M | +8.7% | +1.9% | +6.8% | +9.8% |
| YTD | -24.5% | +18.2% | -42.7% | -24.9% |
| 1Y | -36.7% | +24.7% | -61.4% | -35.7% |
| All | -36.7% | +23.8% | -60.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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