+398.6%
ZS vs VIG
+170.1%
+228.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.2% |
| 7D | -3.1% | -1.1% | -2.0% | -1.9% |
| 30D | -7.2% | -2.7% | -4.5% | -4.1% |
| 3M | +30.5% | +2.5% | +27.9% | +27.0% |
| 6M | +7.0% | +9.2% | -2.3% | -3.5% |
| YTD | -26.8% | +9.8% | -36.7% | -34.5% |
| 1Y | -42.6% | +12.4% | -55.0% | -50.0% |
| 3Y | -0.3% | +55.9% | -56.2% | -38.9% |
| 5Y | -39.2% | +63.9% | -103.2% | -63.4% |
| All | +398.6% | +170.1% | +228.5% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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