+398.6%
ZS vs ITOT
+202.4%
+196.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -1.9% |
| 30D | -7.2% | -1.5% | -5.8% | -5.2% |
| 3M | +30.5% | +3.6% | +26.9% | +24.9% |
| 6M | +7.0% | +13.7% | -6.7% | -9.6% |
| YTD | -26.8% | +12.9% | -39.8% | -37.6% |
| 1Y | -42.6% | +17.2% | -59.8% | -53.3% |
| 3Y | -0.3% | +75.6% | -75.9% | -50.7% |
| 5Y | -39.2% | +75.5% | -114.7% | -68.2% |
| All | +398.6% | +202.4% | +196.2% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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