+213.0%
V vs ZS
+494.5%
-281.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.1% |
| 7D | -3.0% | -8.1% | +5.0% | -2.1% |
| 30D | +1.2% | -8.4% | +9.7% | +2.1% |
| 3M | +13.9% | +31.1% | -17.2% | +9.7% |
| 6M | +17.2% | +4.4% | +12.9% | +14.2% |
| YTD | +5.3% | -27.3% | +32.6% | +7.2% |
| 1Y | +9.5% | -41.4% | +50.8% | +14.2% |
| 3Y | +51.9% | +1.7% | +50.2% | +44.2% |
| 5Y | +69.6% | -39.6% | +109.2% | +63.8% |
| All | +213.0% | +494.5% | -281.5% | +108.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling