+0.7%
ZS vs RVTY
+16.6%
-15.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.0% |
| 7D | -9.2% | +0.4% | -9.6% | -9.3% |
| 30D | -4.0% | +10.8% | -14.8% | -6.6% |
| 3M | +25.3% | +26.8% | -1.5% | +16.8% |
| 6M | -1.3% | +39.3% | -40.6% | -11.1% |
| YTD | -28.0% | +31.6% | -59.6% | -34.1% |
| 1Y | -42.5% | +47.7% | -90.2% | -49.2% |
| 3Y | +0.7% | +19.9% | -19.2% | -6.5% |
| All | +0.7% | +16.6% | -15.9% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling