+66.5%
VSH vs Z
-64.8%
+131.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.6% | +4.9% |
| 7D | +4.1% | -3.0% | +7.1% | +4.7% |
| 30D | -4.2% | -4.2% | 0.0% | -3.7% |
| 3M | -50.0% | -3.7% | -46.3% | -50.1% |
| 6M | +80.2% | -24.5% | +104.7% | +89.3% |
| YTD | +121.1% | -49.3% | +170.4% | +153.6% |
| 1Y | +112.0% | -58.7% | +170.7% | +155.4% |
| 3Y | +22.5% | -34.1% | +56.7% | +28.6% |
| All | +66.5% | -64.8% | +131.3% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling