-38.6%
ZS vs VIVK
-100.0%
+61.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.8% |
| 7D | -3.1% | -4.4% | +1.3% | -3.0% |
| 30D | -7.2% | -40.8% | +33.6% | -6.2% |
| 3M | +30.5% | -94.1% | +124.6% | +36.6% |
| 6M | +7.0% | -98.2% | +105.2% | +13.7% |
| YTD | -26.8% | -98.0% | +71.2% | -23.1% |
| 1Y | -42.6% | -100.0% | +57.4% | -36.6% |
| 3Y | -0.3% | -100.0% | +99.7% | +9.0% |
| All | -38.6% | -100.0% | +61.4% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling