-36.7%
ZS vs VFC
-6.8%
-29.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.5% |
| 7D | -7.8% | -1.6% | -6.2% | -7.8% |
| 30D | +5.0% | -11.6% | +16.7% | +5.3% |
| 3M | +25.5% | -18.1% | +43.6% | +25.7% |
| 6M | +8.7% | -27.4% | +36.1% | +9.9% |
| YTD | -24.5% | -24.8% | +0.3% | -22.9% |
| 1Y | -36.7% | -8.2% | -28.5% | -35.9% |
| All | -36.7% | -6.8% | -29.9% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling