+654.4%
VRT vs ZS
-45.5%
+699.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +10.5% | -2.6% | +13.1% | +11.5% |
| 30D | -9.3% | -12.8% | +3.5% | -5.3% |
| 3M | -29.6% | +2.3% | -31.9% | -31.6% |
| 6M | -45.4% | +26.3% | -71.6% | -53.5% |
| YTD | +24.8% | -14.4% | +39.2% | +20.6% |
| 1Y | +23.6% | -37.6% | +61.2% | +37.6% |
| 3Y | +379.7% | +8.0% | +371.6% | +310.1% |
| All | +654.4% | -45.5% | +699.9% | +640.6% |
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