+20.6%
ZS vs XE
-47.4%
+68.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.2% | +6.6% | -1.3% |
| 7D | -8.1% | -11.4% | +3.4% | -7.7% |
| 30D | -8.4% | -23.0% | +14.6% | -7.5% |
| 3M | +31.1% | -12.1% | +43.2% | +31.8% |
| All | +20.6% | -47.4% | +68.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling