-40.7%
ZS vs VFC
-78.7%
+38.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.1% |
| 7D | -3.8% | -2.3% | -1.5% | -3.4% |
| 30D | -6.0% | -13.4% | +7.4% | -2.9% |
| 3M | +32.0% | -23.7% | +55.7% | +39.2% |
| 6M | +2.1% | -24.5% | +26.6% | +6.7% |
| YTD | -26.2% | -27.8% | +1.7% | -22.2% |
| 1Y | -41.2% | -13.5% | -27.7% | -41.6% |
| 3Y | +3.3% | -27.1% | +30.4% | -5.0% |
| 5Y | -40.7% | -79.0% | +38.3% | +10.3% |
| All | -40.7% | -78.7% | +38.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling