-38.6%
ZS vs VICR
+57.6%
-96.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.5% | -1.5% |
| 7D | -3.1% | +5.0% | -8.1% | -4.2% |
| 30D | -7.2% | -12.5% | +5.3% | -5.3% |
| 3M | +30.5% | -33.6% | +64.1% | +37.5% |
| 6M | +7.0% | +10.7% | -3.7% | -5.1% |
| YTD | -26.8% | +80.6% | -107.4% | -44.2% |
| 1Y | -42.6% | +288.4% | -331.0% | -65.6% |
| 3Y | -0.3% | +213.8% | -214.1% | -42.9% |
| All | -38.6% | +57.6% | -96.2% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling