+403.3%
ZS vs VIVK
-100.0%
+503.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.3% | +8.9% | +2.7% |
| 7D | -3.8% | -7.9% | +4.1% | -3.7% |
| 30D | -6.0% | -42.0% | +36.0% | -5.2% |
| 3M | +32.0% | -92.5% | +124.5% | +36.3% |
| 6M | +2.1% | -98.0% | +100.1% | +7.1% |
| YTD | -26.2% | -97.9% | +71.8% | -23.2% |
| 1Y | -41.2% | -100.0% | +58.8% | -36.2% |
| 3Y | +3.3% | -100.0% | +103.3% | +11.0% |
| 5Y | -40.7% | -100.0% | +59.3% | -36.2% |
| All | +403.3% | -100.0% | +503.3% | +420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling