-40.0%
ZS vs ROIV
+250.7%
-290.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.8% |
| 7D | -7.8% | +0.6% | -8.5% | -7.9% |
| 30D | +5.0% | +1.0% | +4.1% | +4.8% |
| 3M | +25.5% | +18.3% | +7.2% | +21.8% |
| 6M | +8.7% | +18.3% | -9.6% | +5.0% |
| YTD | -24.5% | +61.0% | -85.5% | -31.4% |
| 1Y | -36.7% | +177.9% | -214.6% | -48.1% |
| 3Y | +7.2% | +199.1% | -191.8% | -15.1% |
| All | -40.0% | +250.7% | -290.7% | -62.3% |
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