-13.7%
ZS vs EXE
+165.2%
-178.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -2.6% | +5.3% | -8.0% | -3.8% |
| 30D | -12.8% | -2.2% | -10.6% | -12.4% |
| 3M | +2.3% | -5.9% | +8.2% | +3.6% |
| 6M | +26.3% | -5.7% | +32.0% | +27.8% |
| YTD | -14.4% | -17.8% | +3.4% | -11.2% |
| 1Y | -37.6% | -23.1% | -14.5% | -34.4% |
| 3Y | +8.0% | +21.2% | -13.2% | +1.4% |
| 5Y | -44.9% | +78.8% | -123.7% | -49.8% |
| All | -13.7% | +165.2% | -178.9% | -24.8% |
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