+390.7%
ZS vs OVV
+45.9%
+344.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.5% |
| 7D | -9.2% | -3.7% | -5.5% | -8.8% |
| 30D | -4.0% | +8.0% | -12.0% | -4.9% |
| 3M | +25.3% | +11.3% | +14.0% | +23.4% |
| 6M | -1.3% | +24.0% | -25.3% | -4.1% |
| YTD | -28.0% | +65.3% | -93.3% | -32.7% |
| 1Y | -42.5% | +60.2% | -102.7% | -46.2% |
| 3Y | +0.7% | +46.9% | -46.2% | -5.9% |
| 5Y | -42.3% | +158.7% | -201.0% | -48.6% |
| All | +390.7% | +45.9% | +344.8% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling