-12.3%
ZS vs ROIV
+295.0%
-307.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +18.8% | -23.4% | -7.7% |
| 7D | -9.2% | +20.2% | -29.4% | -12.3% |
| 30D | -4.0% | +14.1% | -18.1% | -6.5% |
| 3M | +25.3% | +45.6% | -20.3% | +17.0% |
| 6M | -1.3% | +44.1% | -45.4% | -8.1% |
| YTD | -28.0% | +91.2% | -119.2% | -36.7% |
| 1Y | -42.5% | +221.3% | -263.8% | -54.2% |
| 3Y | +0.7% | +229.2% | -228.5% | -21.9% |
| 5Y | -42.3% | +316.5% | -358.8% | -62.2% |
| All | -12.3% | +295.0% | -307.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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