-26.7%
ZS vs EXE
+188.3%
-215.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | -8.1% | -2.2% | -5.9% | -7.6% |
| 30D | -8.4% | -0.8% | -7.6% | -8.3% |
| 3M | +31.1% | +10.0% | +21.0% | +28.0% |
| 6M | +4.4% | -6.3% | +10.7% | +5.6% |
| YTD | -27.3% | -10.7% | -16.6% | -25.9% |
| 1Y | -41.4% | +2.7% | -44.0% | -42.5% |
| 3Y | +1.7% | +19.1% | -17.4% | -4.2% |
| 5Y | -39.6% | +105.4% | -145.0% | -46.1% |
| All | -26.7% | +188.3% | -215.0% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling