-31.6%
ZS vs VFC
+52.5%
-84.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.1% |
| 7D | -12.3% | +21.5% | -33.7% | -11.7% |
| 30D | +11.2% | +46.7% | -35.5% | +11.9% |
| 3M | +37.5% | +38.4% | -0.9% | +38.3% |
| 6M | +57.8% | +15.2% | +42.6% | +59.1% |
| YTD | -0.2% | +17.8% | -18.0% | +2.9% |
| 1Y | -31.6% | +55.6% | -87.2% | -32.4% |
| All | -31.6% | +52.5% | -84.1% | -32.4% |
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