-31.6%
ZS vs VICR
+76.0%
-107.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.1% | +10.9% | -0.4% |
| 7D | -12.3% | -26.6% | +14.3% | -12.7% |
| 30D | +11.2% | -47.9% | +59.2% | +9.2% |
| 3M | +37.5% | -29.8% | +67.3% | +37.0% |
| 6M | +57.8% | -36.6% | +94.5% | +56.0% |
| YTD | -0.2% | +45.1% | -45.4% | -8.1% |
| 1Y | -31.6% | +80.0% | -111.7% | -39.2% |
| All | -31.6% | +76.0% | -107.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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