-40.0%
ZS vs EXPD
+61.6%
-101.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -5.0% |
| 7D | -7.8% | -1.1% | -6.7% | -7.3% |
| 30D | +5.0% | +4.1% | +1.0% | +2.9% |
| 3M | +25.5% | +17.9% | +7.6% | +15.0% |
| 6M | +8.7% | +29.2% | -20.5% | -5.6% |
| YTD | -24.5% | +27.4% | -51.9% | -34.9% |
| 1Y | -36.7% | +56.8% | -93.5% | -52.5% |
| 3Y | +7.2% | +68.0% | -60.8% | -27.2% |
| All | -40.0% | +61.6% | -101.5% | -61.9% |
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