My left mirror did the same thing not long after I bought my bike. I tried glue, but that didn't work. The problem is the bolt that Zero uses to hold the mirror in place. It just does not exert enough force on the split section of the mirror stalks to keep the mirror stalk from rotating when you hit a big bump. What I finally did was to find another bolt in my motorcycle recycled bolt collection and replaced the stock bolt with that one. I tightened it hard and it hasn't moved since.
My recommendation is to remove the bolt and head for your local hardware store to see if you can find a replacement. I believe it is a metric bolt. If your hardware store doesn't have something that looks like it will work, try a motorcycle shop. The parts department can probably look through their bolt collection and will find something that is of similar length and thread diameter. Just make sure that the bolt head is no larger in diameter than the stock bolt. A little smaller would be better. After installing the new bolt, I painted it black so that the new bolt would not be so obviously different than the bolt on the right mirror - which seems to work just fine.