+177.5%
VSH vs Z
-5.0%
+182.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | +0.5% |
| 7D | +6.2% | -3.3% | +9.5% | +7.0% |
| 30D | -11.1% | -3.7% | -7.4% | -10.8% |
| 3M | -44.9% | -7.0% | -37.9% | -44.8% |
| 6M | +90.0% | -29.5% | +119.5% | +103.3% |
| YTD | +118.8% | -52.6% | +171.4% | +157.1% |
| 1Y | +109.0% | -64.0% | +173.0% | +163.7% |
| 3Y | +35.6% | -36.4% | +72.1% | +42.4% |
| 5Y | +66.7% | -65.8% | +132.5% | +90.2% |
| All | +177.5% | -5.0% | +182.6% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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