+414.5%
ZS vs EXPD
+227.7%
+186.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.2% |
| 6M | +8.7% | +29.2% | -20.5% | -5.4% |
| YTD | -24.5% | +27.4% | -51.9% | -34.7% |
| 1Y | -36.7% | +56.8% | -93.5% | -51.8% |
| 3Y | +7.2% | +68.0% | -60.8% | -24.4% |
| 5Y | -40.9% | +61.9% | -102.8% | -58.2% |
| All | +414.5% | +227.7% | +186.9% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling