-40.7%
ZS vs VIG
+62.2%
-103.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.4% |
| 7D | -3.8% | -1.2% | -2.7% | -1.9% |
| 30D | -6.0% | -2.8% | -3.2% | -1.3% |
| 3M | +32.0% | +2.5% | +29.5% | +26.9% |
| 6M | +2.1% | +8.1% | -6.0% | -10.8% |
| YTD | -26.2% | +9.6% | -35.7% | -37.2% |
| 1Y | -41.2% | +14.2% | -55.3% | -53.6% |
| 3Y | +3.3% | +56.1% | -52.8% | -54.0% |
| 5Y | -40.7% | +62.8% | -103.6% | -74.4% |
| All | -40.7% | +62.2% | -103.0% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling