-39.5%
ZS vs EXPD
+39.7%
-79.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.1% |
| 7D | -11.1% | -5.5% | -5.6% | -10.0% |
| 30D | -14.8% | -1.9% | -13.0% | -14.4% |
| 3M | +18.0% | +6.1% | +11.9% | +16.9% |
| 6M | +30.8% | +21.6% | +9.2% | +26.7% |
| YTD | -11.5% | +27.9% | -39.4% | -16.6% |
| All | -39.5% | +39.7% | -79.2% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling