+398.6%
ZS vs VRSK
+77.7%
+320.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | -3.1% | -5.2% | +2.1% | +0.5% |
| 30D | -7.2% | -2.3% | -4.9% | -5.7% |
| 3M | +30.5% | -2.9% | +33.4% | +31.7% |
| 6M | +7.0% | -12.8% | +19.8% | +16.4% |
| YTD | -26.8% | -20.8% | -6.0% | -15.5% |
| 1Y | -42.6% | -33.2% | -9.4% | -26.0% |
| 3Y | -0.3% | -26.6% | +26.3% | +15.2% |
| 5Y | -39.2% | -11.3% | -27.9% | -39.1% |
| All | +398.6% | +77.7% | +320.9% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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