+395.4%
ZS vs VMC
+132.2%
+263.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -8.1% | -3.7% | -4.4% | -7.0% |
| 30D | -8.4% | -12.8% | +4.3% | -4.4% |
| 3M | +31.1% | -7.9% | +39.0% | +34.0% |
| 6M | +4.4% | -7.5% | +11.9% | +5.2% |
| YTD | -27.3% | -11.6% | -15.7% | -26.2% |
| 1Y | -41.4% | -14.3% | -27.1% | -39.8% |
| 3Y | +1.7% | +18.5% | -16.8% | -7.5% |
| 5Y | -39.6% | +46.8% | -86.4% | -48.4% |
| All | +395.4% | +132.2% | +263.2% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling