+395.4%
ZS vs VRSK
+77.3%
+318.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | -8.1% | -7.7% | -0.3% | -2.8% |
| 30D | -8.4% | -2.8% | -5.6% | -6.6% |
| 3M | +31.1% | -3.7% | +34.8% | +33.0% |
| 6M | +4.4% | -12.8% | +17.2% | +13.5% |
| YTD | -27.3% | -21.0% | -6.3% | -16.0% |
| 1Y | -41.4% | -32.5% | -8.9% | -25.1% |
| 3Y | +1.7% | -26.5% | +28.2% | +17.4% |
| 5Y | -39.6% | -11.5% | -28.1% | -39.4% |
| All | +395.4% | +77.3% | +318.0% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling