+390.7%
ZS vs EXPD
+222.7%
+168.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.9% |
| 7D | -9.2% | -0.9% | -8.3% | -8.8% |
| 30D | -4.0% | +4.1% | -8.1% | -5.9% |
| 3M | +25.3% | +13.8% | +11.5% | +17.1% |
| 6M | -1.3% | +27.3% | -28.6% | -13.4% |
| YTD | -28.0% | +25.4% | -53.4% | -37.2% |
| 1Y | -42.5% | +54.4% | -96.9% | -55.8% |
| 3Y | +0.7% | +67.9% | -67.1% | -29.1% |
| 5Y | -42.3% | +59.2% | -101.5% | -58.8% |
| All | +390.7% | +222.7% | +168.0% | +131.8% |
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