+1,855.0%
VRT vs ZS
+446.6%
+1,408.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.6% |
| 7D | -17.7% | -13.4% | -4.3% | -14.8% |
| 30D | -20.0% | -16.6% | -3.4% | -16.6% |
| 3M | -28.1% | +10.3% | -38.4% | -30.7% |
| 6M | -42.8% | +28.1% | -71.0% | -48.8% |
| YTD | +20.0% | -13.3% | +33.3% | +16.7% |
| 1Y | +3.5% | -40.7% | +44.2% | +12.0% |
| 3Y | +366.1% | +11.4% | +354.7% | +324.6% |
| 5Y | +632.2% | -42.2% | +674.3% | +593.3% |
| All | +1,855.0% | +446.6% | +1,408.4% | +1,536.9% |
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 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