+123.4%
VRT vs ZS
-37.1%
+160.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +4.2% |
| 7D | +9.1% | -7.8% | +17.0% | +8.8% |
| 30D | +0.9% | +5.0% | -4.1% | +1.3% |
| 3M | -13.4% | +25.5% | -38.9% | -12.1% |
| 6M | +11.7% | +8.7% | +3.0% | +16.3% |
| YTD | +73.2% | -24.5% | +97.7% | +102.3% |
| 1Y | +123.4% | -36.7% | +160.1% | +194.5% |
| All | +123.4% | -37.1% | +160.5% | +194.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling