-44.3%
ZS vs EXPD
+60.9%
-105.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -2.6% | +5.5% | -8.1% | -5.4% |
| 30D | -12.8% | -0.8% | -12.0% | -12.4% |
| 3M | +2.3% | +4.1% | -1.9% | -0.1% |
| 6M | +26.3% | +25.7% | +0.6% | +11.5% |
| YTD | -14.4% | +31.4% | -45.8% | -27.8% |
| 1Y | -37.6% | +42.2% | -79.8% | -49.9% |
| 3Y | +8.0% | +77.2% | -69.2% | -30.1% |
| All | -44.3% | +60.9% | -105.2% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling