+403.3%
ZS vs RVTY
+63.1%
+340.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.9% |
| 7D | -3.8% | -5.4% | +1.6% | -0.9% |
| 30D | -6.0% | +6.7% | -12.7% | -9.5% |
| 3M | +32.0% | +19.0% | +13.0% | +18.4% |
| 6M | +2.1% | +34.6% | -32.5% | -15.9% |
| YTD | -26.2% | +28.3% | -54.4% | -37.9% |
| 1Y | -41.2% | +46.0% | -87.2% | -54.5% |
| 3Y | +3.3% | +16.9% | -13.6% | -15.7% |
| 5Y | -40.7% | -32.9% | -7.8% | -28.3% |
| All | +403.3% | +63.1% | +340.2% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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