+52.7%
EFA vs ZS
-38.5%
+91.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.9% |
| 7D | -1.5% | -3.1% | +1.6% | -1.2% |
| 30D | -1.7% | -7.2% | +5.5% | -1.1% |
| 3M | +3.5% | +30.5% | -27.0% | +0.2% |
| 6M | +9.5% | +7.0% | +2.5% | +6.6% |
| YTD | +12.9% | -26.8% | +39.7% | +15.0% |
| 1Y | +18.2% | -42.6% | +60.8% | +23.9% |
| 3Y | +64.8% | -0.3% | +65.1% | +57.3% |
| All | +52.7% | -38.5% | +91.2% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling