-0.3%
ZS vs VRSK
-26.5%
+26.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.1% | -5.2% | +2.1% | -0.6% |
| 30D | -7.2% | -2.3% | -4.9% | -6.0% |
| 3M | +30.5% | -2.9% | +33.4% | +31.5% |
| 6M | +7.0% | -12.8% | +19.8% | +11.9% |
| YTD | -26.8% | -20.8% | -6.0% | -21.1% |
| 1Y | -42.6% | -33.2% | -9.4% | -34.1% |
| 3Y | -0.3% | -26.6% | +26.3% | +5.0% |
| All | -0.3% | -26.5% | +26.1% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling