-40.7%
ZS vs VO
+42.2%
-83.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.9% |
| 7D | -3.8% | -0.6% | -3.3% | -2.9% |
| 30D | -6.0% | -1.9% | -4.1% | -2.8% |
| 3M | +32.0% | +3.3% | +28.7% | +25.2% |
| 6M | +2.1% | +9.7% | -7.6% | -13.3% |
| YTD | -26.2% | +12.6% | -38.8% | -40.2% |
| 1Y | -41.2% | +13.6% | -54.8% | -53.2% |
| 3Y | +3.3% | +56.8% | -53.5% | -54.8% |
| 5Y | -40.7% | +42.3% | -83.0% | -65.7% |
| All | -40.7% | +42.2% | -83.0% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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