-31.6%
ZS vs VSXY
+210.1%
-241.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | +0.5% |
| 7D | -12.3% | +14.2% | -26.5% | -11.2% |
| 30D | +11.2% | +21.9% | -10.6% | +13.4% |
| 3M | +37.5% | +22.1% | +15.4% | +40.7% |
| 6M | +57.8% | +116.7% | -58.9% | +71.3% |
| YTD | -0.2% | +101.1% | -101.3% | +9.1% |
| 1Y | -31.6% | +208.0% | -239.7% | -20.9% |
| All | -31.6% | +210.1% | -241.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling