+503.2%
ZS vs VT
+145.3%
+357.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.6% |
| 7D | -11.1% | +0.4% | -11.4% | -11.3% |
| 30D | -14.8% | -2.6% | -12.2% | -11.8% |
| 3M | +18.0% | -3.2% | +21.2% | +23.2% |
| 6M | +30.8% | +0.9% | +29.9% | +29.1% |
| YTD | -11.5% | +11.3% | -22.8% | -23.8% |
| 1Y | -37.8% | +14.0% | -51.8% | -48.1% |
| 3Y | +16.6% | +75.8% | -59.2% | -43.2% |
| 5Y | -43.6% | +57.8% | -101.4% | -67.8% |
| All | +503.2% | +145.3% | +357.8% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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