+112.2%
VSH vs Z
-64.1%
+176.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +3.5% | -7.1% | +10.6% | +3.5% |
| 30D | -4.4% | -4.8% | +0.4% | -4.5% |
| 3M | -45.8% | -9.3% | -36.5% | -44.7% |
| 6M | +90.1% | -29.0% | +119.1% | +101.0% |
| YTD | +120.3% | -52.9% | +173.2% | +153.9% |
| 1Y | +112.2% | -63.1% | +175.4% | +160.4% |
| All | +112.2% | -64.1% | +176.4% | +160.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling