-1.0%
ZS vs VIVK
-100.0%
+99.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -8.1% | -9.5% | +1.4% | -7.8% |
| 30D | -8.4% | -35.1% | +26.7% | -7.5% |
| 3M | +31.1% | -93.4% | +124.4% | +38.0% |
| 6M | +4.4% | -98.0% | +102.4% | +12.1% |
| YTD | -27.3% | -97.9% | +70.5% | -22.8% |
| 1Y | -41.4% | -100.0% | +58.6% | -33.9% |
| All | -1.0% | -100.0% | +99.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling