+390.7%
ZS vs VEU
+100.6%
+290.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.2% |
| 7D | -9.2% | +1.7% | -10.9% | -10.7% |
| 30D | -4.0% | +1.0% | -5.0% | -5.0% |
| 3M | +25.3% | +5.6% | +19.7% | +17.8% |
| 6M | -1.3% | +13.7% | -15.0% | -15.1% |
| YTD | -28.0% | +17.7% | -45.7% | -40.8% |
| 1Y | -42.5% | +25.8% | -68.3% | -56.1% |
| 3Y | +0.7% | +77.1% | -76.4% | -46.7% |
| 5Y | -42.3% | +57.1% | -99.4% | -65.5% |
| All | +390.7% | +100.6% | +290.2% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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