+398.6%
ZS vs ETR
+267.7%
+130.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -3.1% | -1.8% | -1.3% | -3.0% |
| 30D | -7.2% | -1.8% | -5.5% | -7.1% |
| 3M | +30.5% | -3.6% | +34.1% | +30.6% |
| 6M | +7.0% | +2.6% | +4.4% | +6.2% |
| YTD | -26.8% | +16.0% | -42.9% | -28.5% |
| 1Y | -42.6% | +20.1% | -62.7% | -44.1% |
| 3Y | -0.3% | +143.6% | -143.9% | -10.2% |
| 5Y | -39.2% | +124.4% | -163.6% | -44.6% |
| All | +398.6% | +267.7% | +130.9% | +405.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling