-38.6%
ZS vs VSXY
+22.6%
-61.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | +0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -7.2% | -18.7% | +11.5% | -4.5% |
| 3M | +30.5% | -4.0% | +34.4% | +30.3% |
| 6M | +7.0% | +67.5% | -60.5% | -7.2% |
| YTD | -26.8% | +39.7% | -66.5% | -34.6% |
| 1Y | -42.6% | +180.0% | -222.6% | -57.1% |
| 3Y | -0.3% | +337.3% | -337.6% | -43.2% |
| All | -38.6% | +22.6% | -61.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling