+503.2%
ZS vs EXPD
+229.0%
+274.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.7% |
| 7D | -11.1% | -5.5% | -5.6% | -8.4% |
| 30D | -14.8% | -1.9% | -13.0% | -14.0% |
| 3M | +18.0% | +6.1% | +11.9% | +14.3% |
| 6M | +30.8% | +21.6% | +9.2% | +18.0% |
| YTD | -11.5% | +27.9% | -39.4% | -23.8% |
| 1Y | -37.8% | +39.4% | -77.2% | -49.0% |
| 3Y | +16.6% | +72.7% | -56.1% | -19.3% |
| 5Y | -43.6% | +60.3% | -103.9% | -59.8% |
| All | +503.2% | +229.0% | +274.1% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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