+414.5%
ZS vs VFC
-75.6%
+490.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -5.0% |
| 7D | -7.8% | -1.6% | -6.2% | -7.6% |
| 30D | +5.0% | -11.6% | +16.7% | +7.6% |
| 3M | +25.5% | -18.1% | +43.6% | +29.6% |
| 6M | +8.7% | -27.4% | +36.1% | +13.9% |
| YTD | -24.5% | -24.8% | +0.3% | -21.6% |
| 1Y | -36.7% | -8.2% | -28.5% | -37.8% |
| 3Y | +7.2% | -29.1% | +36.3% | +2.0% |
| 5Y | -40.9% | -79.2% | +38.2% | -26.2% |
| All | +414.5% | -75.6% | +490.1% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling