+247.3%
VSH vs Z
+25.1%
+222.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.6% | +5.0% |
| 7D | +4.1% | -3.0% | +7.1% | +4.8% |
| 30D | -4.2% | -4.2% | 0.0% | -3.7% |
| 3M | -50.0% | -3.7% | -46.3% | -50.3% |
| 6M | +80.2% | -24.5% | +104.7% | +89.5% |
| YTD | +121.1% | -49.3% | +170.4% | +155.2% |
| 1Y | +112.0% | -58.7% | +170.7% | +157.5% |
| 3Y | +22.5% | -34.1% | +56.7% | +27.6% |
| 5Y | +64.0% | -64.5% | +128.6% | +85.5% |
| 10Y | +170.4% | -0.5% | +170.9% | +99.1% |
| All | +247.3% | +25.1% | +222.2% | +136.6% |
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