+189.4%
VSH vs Z
+10.9%
+178.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.8% | +9.7% | +12.5% |
| 7D | +3.5% | -5.2% | +8.7% | +4.8% |
| 30D | -22.4% | +5.7% | -28.1% | -24.0% |
| 3M | -25.2% | -8.7% | -16.4% | -24.7% |
| 6M | -22.5% | -26.0% | +3.4% | -18.8% |
| YTD | +84.2% | -55.0% | +139.2% | +116.5% |
| 1Y | +87.1% | -58.0% | +145.1% | +123.7% |
| 3Y | +31.7% | -15.2% | +46.8% | +27.2% |
| 5Y | +42.6% | -53.8% | +96.4% | +51.6% |
| 10Y | +116.6% | -14.5% | +131.1% | +63.8% |
| All | +189.4% | +10.9% | +178.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling