+24.9%
VSH vs Z
-55.4%
+80.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.2% | +6.2% |
| 7D | -12.9% | -4.6% | -8.4% | -12.2% |
| 30D | -36.9% | +8.3% | -45.2% | -38.5% |
| 3M | -28.8% | -11.6% | -17.1% | -27.9% |
| 6M | -30.3% | -33.6% | +3.3% | -24.8% |
| YTD | +62.4% | -56.7% | +119.1% | +93.5% |
| 1Y | +62.5% | -59.1% | +121.6% | +96.8% |
| 3Y | +7.4% | -20.4% | +27.8% | +6.2% |
| All | +24.9% | -55.4% | +80.3% | +28.5% |
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