+1,112.0%
VST vs ZBH
+13.5%
+1,098.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.7% | +10.9% |
| 7D | -9.8% | +11.7% | -21.5% | -13.5% |
| 30D | -25.1% | +19.3% | -44.5% | -29.9% |
| 3M | -11.6% | +8.9% | -20.5% | -15.0% |
| 6M | -20.9% | +28.2% | -49.1% | -28.6% |
| YTD | -22.3% | +18.4% | -40.7% | -28.2% |
| 1Y | -32.0% | +20.6% | -52.6% | -37.8% |
| 3Y | +262.4% | -0.6% | +263.0% | +241.6% |
| 5Y | +563.4% | -19.7% | +583.1% | +573.4% |
| All | +1,112.0% | +13.5% | +1,098.5% | +923.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling