+414.5%
ZS vs VIG
+173.0%
+241.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.0% |
| 7D | -7.8% | -0.4% | -7.4% | -7.3% |
| 30D | +5.0% | -1.0% | +6.0% | +6.3% |
| 3M | +25.5% | +2.8% | +22.8% | +21.9% |
| 6M | +8.7% | +8.2% | +0.5% | -1.0% |
| YTD | -24.5% | +11.0% | -35.5% | -33.3% |
| 1Y | -36.7% | +16.1% | -52.8% | -46.9% |
| 3Y | +7.2% | +56.2% | -48.9% | -34.5% |
| 5Y | -40.9% | +63.0% | -103.9% | -64.4% |
| All | +414.5% | +173.0% | +241.6% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling