-44.3%
ZS vs ROIV
+380.3%
-424.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -2.6% | +1.7% | -4.3% | -3.0% |
| 30D | -12.8% | +17.6% | -30.4% | -15.4% |
| 3M | +2.3% | +9.0% | -6.7% | +0.1% |
| 6M | +26.3% | +35.3% | -9.0% | +18.0% |
| YTD | -14.4% | +82.2% | -96.6% | -25.2% |
| 1Y | -37.6% | +92.3% | -129.9% | -46.2% |
| 3Y | +8.0% | +336.8% | -328.8% | -21.7% |
| All | -44.3% | +380.3% | -424.7% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling