-43.3%
ZS vs VO
+37.1%
-80.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -13.4% | -0.2% | -13.2% | -13.0% |
| 30D | -16.6% | +0.5% | -17.1% | -17.1% |
| 3M | +10.3% | -1.1% | +11.4% | +12.6% |
| 6M | +28.1% | +6.4% | +21.7% | +15.7% |
| YTD | -13.3% | +13.5% | -26.9% | -30.8% |
| 1Y | -40.7% | +13.6% | -54.3% | -52.8% |
| 3Y | +11.4% | +65.2% | -53.8% | -56.0% |
| All | -43.3% | +37.1% | -80.3% | -65.0% |
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