+398.6%
ZS vs VFC
-75.9%
+474.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.7% | -0.2% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -7.2% | -9.0% | +1.8% | -5.5% |
| 3M | +30.5% | -24.2% | +54.6% | +36.9% |
| 6M | +7.0% | -18.5% | +25.5% | +9.4% |
| YTD | -26.8% | -25.9% | -1.0% | -23.8% |
| 1Y | -42.6% | -13.0% | -29.6% | -42.9% |
| 3Y | -0.3% | -20.3% | +20.0% | -8.3% |
| 5Y | -39.2% | -78.1% | +38.9% | -24.5% |
| All | +398.6% | -75.9% | +474.5% | +410.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling