+168.3%
ZS vs RVMD
+636.2%
-467.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -3.8% | -0.7% | -3.1% | -3.7% |
| 30D | -6.0% | +0.3% | -6.3% | -6.1% |
| 3M | +32.0% | +38.9% | -6.9% | +23.9% |
| 6M | +2.1% | +108.1% | -106.0% | -12.4% |
| YTD | -26.2% | +160.7% | -186.9% | -40.4% |
| 1Y | -41.2% | +407.3% | -448.4% | -58.7% |
| 3Y | +3.3% | +546.6% | -543.3% | -34.5% |
| 5Y | -40.7% | +579.8% | -620.5% | -66.5% |
| All | +168.3% | +636.2% | -467.9% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 all: compounded portfolio wealth divided by compounded RVMD 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…
all analysis · Full analysis span regression · 6 months rolling