+357.4%
EWT vs ZS
+498.3%
-140.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | -1.1% | -3.1% | +2.0% | -0.8% |
| 30D | +4.5% | -7.2% | +11.7% | +5.2% |
| 3M | +8.3% | +30.5% | -22.2% | +4.4% |
| 6M | +54.2% | +7.0% | +47.3% | +50.0% |
| YTD | +74.6% | -26.8% | +101.4% | +77.4% |
| 1Y | +84.9% | -42.6% | +127.5% | +93.3% |
| 3Y | +197.5% | -0.3% | +197.8% | +186.0% |
| 5Y | +150.6% | -39.2% | +189.8% | +143.1% |
| All | +357.4% | +498.3% | -140.9% | +249.9% |
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