-41.4%
ZS vs VMC
-13.8%
-27.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.5% |
| 7D | -8.1% | -3.7% | -4.4% | -8.6% |
| 30D | -8.4% | -12.8% | +4.3% | -10.4% |
| 3M | +31.1% | -7.9% | +39.0% | +29.9% |
| 6M | +4.4% | -7.5% | +11.9% | +2.6% |
| YTD | -27.3% | -11.6% | -15.7% | -29.8% |
| 1Y | -41.4% | -14.3% | -27.1% | -43.2% |
| All | -41.4% | -13.8% | -27.6% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling