+499.0%
ZS vs EXPD
+220.4%
+278.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.9% |
| 7D | -16.9% | -7.2% | -9.7% | -13.6% |
| 30D | -7.4% | -3.3% | -4.2% | -5.8% |
| 3M | +21.6% | +3.4% | +18.2% | +19.3% |
| 6M | +42.4% | +22.7% | +19.7% | +27.8% |
| YTD | -12.1% | +24.5% | -36.6% | -23.2% |
| 1Y | -37.8% | +38.6% | -76.5% | -48.9% |
| 3Y | +20.9% | +71.5% | -50.6% | -16.3% |
| 5Y | -41.6% | +56.2% | -97.9% | -57.8% |
| All | +499.0% | +220.4% | +278.6% | +183.5% |
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