-31.6%
ZS vs EXE
-18.4%
-13.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -12.3% | -4.7% | -7.6% | -11.9% |
| 30D | +11.2% | +1.0% | +10.2% | +11.2% |
| 3M | +37.5% | -5.6% | +43.1% | +37.9% |
| 6M | +57.8% | -12.3% | +70.1% | +57.4% |
| YTD | -0.2% | -19.5% | +19.3% | -1.8% |
| 1Y | -31.6% | -18.9% | -12.8% | -33.9% |
| All | -31.6% | -18.4% | -13.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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