-36.7%
ZS vs EXE
+3.1%
-39.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.4% |
| 7D | -7.8% | -0.3% | -7.6% | -7.8% |
| 30D | +5.0% | +8.5% | -3.4% | +4.4% |
| 3M | +25.5% | +5.5% | +20.1% | +24.9% |
| 6M | +8.7% | -5.9% | +14.6% | +7.6% |
| YTD | -24.5% | -9.7% | -14.8% | -25.1% |
| 1Y | -36.7% | +3.6% | -40.3% | -34.1% |
| All | -36.7% | +3.1% | -39.8% | -34.1% |
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