+95.7%
EFA vs ZS
+504.0%
-408.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -0.5% | -3.8% | +3.4% | -0.1% |
| 30D | -1.3% | -6.0% | +4.6% | -0.9% |
| 3M | +5.2% | +32.0% | -26.8% | +2.2% |
| 6M | +9.4% | +2.1% | +7.2% | +7.5% |
| YTD | +12.7% | -26.2% | +38.9% | +14.1% |
| 1Y | +19.3% | -41.2% | +60.4% | +23.3% |
| 3Y | +66.3% | +3.3% | +63.0% | +60.1% |
| 5Y | +53.4% | -40.7% | +94.1% | +49.2% |
| All | +95.7% | +504.0% | -408.3% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling