+276.1%
VUG vs ZS
+498.3%
-222.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.5% | -3.1% | +2.6% | +0.1% |
| 30D | -1.0% | -7.2% | +6.3% | +0.2% |
| 3M | +3.5% | +30.5% | -27.0% | -2.6% |
| 6M | +14.2% | +7.0% | +7.2% | +8.8% |
| YTD | +8.5% | -26.8% | +35.3% | +11.4% |
| 1Y | +12.9% | -42.6% | +55.5% | +21.7% |
| 3Y | +85.6% | -0.3% | +85.9% | +73.3% |
| 5Y | +78.1% | -39.2% | +117.3% | +71.8% |
| All | +276.1% | +498.3% | -222.2% | +147.2% |
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 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