+414.5%
ZS vs ETR
+274.4%
+140.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.5% |
| 7D | -7.8% | +1.4% | -9.3% | -7.9% |
| 30D | +5.0% | +1.0% | +4.1% | +5.0% |
| 3M | +25.5% | -1.3% | +26.8% | +25.5% |
| 6M | +8.7% | +1.9% | +6.8% | +8.1% |
| YTD | -24.5% | +18.2% | -42.7% | -26.3% |
| 1Y | -36.7% | +24.7% | -61.4% | -38.6% |
| 3Y | +7.2% | +150.7% | -143.5% | -3.6% |
| 5Y | -40.9% | +127.0% | -167.9% | -46.2% |
| All | +414.5% | +274.4% | +140.1% | +421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling