+152.9%
VT vs ZS
+488.9%
-335.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.1% |
| 7D | +1.0% | -9.2% | +10.2% | +2.2% |
| 30D | -0.2% | -4.0% | +3.8% | +0.1% |
| 3M | +4.5% | +25.3% | -20.7% | +1.2% |
| 6M | +14.1% | -1.3% | +15.3% | +11.9% |
| YTD | +14.8% | -28.0% | +42.8% | +17.0% |
| 1Y | +21.2% | -42.5% | +63.7% | +27.0% |
| 3Y | +76.6% | +0.7% | +75.8% | +68.5% |
| 5Y | +66.6% | -42.3% | +108.9% | +62.0% |
| All | +152.9% | +488.9% | -335.9% | +87.0% |
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