+95.9%
EFA vs ZS
+498.3%
-402.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.9% |
| 7D | -1.5% | -3.1% | +1.6% | -1.3% |
| 30D | -1.7% | -7.2% | +5.5% | -1.1% |
| 3M | +3.5% | +30.5% | -27.0% | +0.6% |
| 6M | +9.5% | +7.0% | +2.5% | +7.1% |
| YTD | +12.9% | -26.8% | +39.7% | +14.4% |
| 1Y | +18.2% | -42.6% | +60.8% | +22.5% |
| 3Y | +64.8% | -0.3% | +65.1% | +59.2% |
| 5Y | +53.9% | -39.2% | +93.1% | +49.4% |
| All | +95.9% | +498.3% | -402.4% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling