-40.7%
ZS vs EXE
+100.7%
-141.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | -3.8% | -2.7% | -1.1% | -3.2% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | +32.0% | +9.5% | +22.5% | +28.9% |
| 6M | +2.1% | -9.3% | +11.5% | +4.2% |
| YTD | -26.2% | -10.9% | -15.2% | -24.6% |
| 1Y | -41.2% | +4.3% | -45.5% | -42.7% |
| 3Y | +3.3% | +18.8% | -15.5% | -3.1% |
| 5Y | -40.7% | +101.4% | -142.1% | -46.7% |
| All | -40.7% | +100.7% | -141.4% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling