-36.7%
ZS vs VSXY
+224.6%
-261.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -4.4% |
| 7D | -7.8% | -14.0% | +6.2% | -8.5% |
| 30D | +5.0% | -15.9% | +21.0% | +4.2% |
| 3M | +25.5% | +3.4% | +22.1% | +26.1% |
| 6M | +8.7% | +25.9% | -17.2% | +12.0% |
| YTD | -24.5% | +39.5% | -64.0% | -22.5% |
| 1Y | -36.7% | +194.4% | -231.1% | -44.9% |
| All | -36.7% | +224.6% | -261.3% | -44.9% |
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