+403.3%
ZS vs ITOT
+201.8%
+201.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.3% |
| 7D | -3.8% | -0.4% | -3.5% | -3.3% |
| 30D | -6.0% | -1.6% | -4.4% | -3.9% |
| 3M | +32.0% | +3.5% | +28.5% | +26.4% |
| 6M | +2.1% | +13.1% | -11.0% | -13.1% |
| YTD | -26.2% | +12.7% | -38.9% | -36.8% |
| 1Y | -41.2% | +18.3% | -59.5% | -52.7% |
| 3Y | +3.3% | +76.4% | -73.1% | -49.1% |
| 5Y | -40.7% | +73.8% | -114.5% | -68.7% |
| All | +403.3% | +201.8% | +201.5% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling