+107.7%
VSH vs Z
-59.6%
+167.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.4% | -4.7% |
| 7D | +26.2% | -4.9% | +31.1% | +25.8% |
| 30D | -12.5% | +3.0% | -15.5% | -11.8% |
| 3M | -16.9% | -13.4% | -3.5% | -16.8% |
| 6M | -17.0% | -27.3% | +10.4% | -13.7% |
| YTD | +93.8% | -57.8% | +151.6% | +118.7% |
| All | +107.7% | -59.6% | +167.3% | +134.2% |
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