+487.3%
ZS vs EXPD
+237.7%
+249.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -2.0% |
| 7D | -13.7% | -1.6% | -12.1% | -12.9% |
| 30D | -14.2% | +0.6% | -14.8% | -14.4% |
| 3M | +8.5% | +9.8% | -1.3% | +3.2% |
| 6M | +30.2% | +25.8% | +4.4% | +15.4% |
| YTD | -13.8% | +31.3% | -45.1% | -26.8% |
| 1Y | -41.5% | +40.9% | -82.4% | -52.3% |
| 3Y | +10.7% | +74.7% | -64.0% | -23.7% |
| 5Y | -43.6% | +62.9% | -106.5% | -60.2% |
| All | +487.3% | +237.7% | +249.5% | +170.5% |
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