+100.3%
VSH vs ZYBT
-58.9%
+159.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.7% | +6.1% |
| 7D | +4.8% | -3.7% | +8.5% | +4.8% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | -43.1% | +72.2% | -115.3% | -42.7% |
| 6M | +91.8% | +103.1% | -11.4% | +88.7% |
| YTD | +131.6% | +34.8% | +96.8% | +131.9% |
| 1Y | +118.1% | -83.2% | +201.3% | +138.4% |
| All | +100.3% | -58.9% | +159.2% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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