+83.1%
VSH vs ZBH
+309.2%
-226.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.6% |
| 7D | +14.3% | -2.3% | +16.6% | +15.8% |
| 30D | -7.9% | +12.5% | -20.3% | -13.8% |
| 3M | -19.9% | +3.9% | -23.8% | -22.7% |
| 6M | -30.5% | +25.4% | -56.0% | -40.4% |
| YTD | +85.7% | +15.7% | +70.0% | +64.6% |
| 1Y | +98.9% | +15.2% | +83.8% | +76.8% |
| 3Y | +32.1% | +0.3% | +31.7% | +23.4% |
| 5Y | +39.7% | -16.1% | +55.7% | +40.3% |
| 10Y | +117.6% | +17.8% | +99.7% | +78.0% |
| All | +83.1% | +309.2% | -226.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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