-38.6%
ZS vs VTR
+87.5%
-126.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -7.2% | +1.1% | -8.3% | -7.5% |
| 3M | +30.5% | +7.9% | +22.6% | +27.5% |
| 6M | +7.0% | +6.2% | +0.8% | +4.6% |
| YTD | -26.8% | +17.7% | -44.6% | -31.0% |
| 1Y | -42.6% | +32.9% | -75.5% | -48.3% |
| 3Y | -0.3% | +129.7% | -130.0% | -29.4% |
| All | -38.6% | +87.5% | -126.1% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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