-38.6%
ZS vs VMC
+46.8%
-85.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.8% | +4.4% |
| 7D | -3.8% | -5.3% | +1.5% | -0.9% |
| 30D | -6.0% | -12.3% | +6.3% | +1.2% |
| 3M | +32.0% | -10.3% | +42.3% | +39.0% |
| 6M | +2.1% | -8.6% | +10.7% | +3.5% |
| YTD | -26.2% | -11.9% | -14.3% | -24.9% |
| 1Y | -41.2% | -13.9% | -27.2% | -39.3% |
| 3Y | +3.3% | +18.2% | -14.8% | -21.9% |
| All | -38.6% | +46.8% | -85.4% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling