+398.6%
ZS vs VIAV
+284.8%
+113.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.3% |
| 7D | -3.1% | +11.2% | -14.3% | -6.1% |
| 30D | -7.2% | -10.1% | +2.9% | -5.2% |
| 3M | +30.5% | -22.9% | +53.3% | +36.2% |
| 6M | +7.0% | +28.8% | -21.8% | -11.0% |
| YTD | -26.8% | +117.5% | -144.3% | -53.0% |
| 1Y | -42.6% | +216.1% | -258.7% | -69.5% |
| 3Y | -0.3% | +292.2% | -292.5% | -55.1% |
| 5Y | -39.2% | +141.0% | -180.2% | -64.6% |
| All | +398.6% | +284.8% | +113.8% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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