+1,238.2%
VST vs ZBH
-18.9%
+1,257.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.9% |
| 7D | +9.9% | -5.2% | +15.1% | +11.7% |
| 30D | +7.9% | -2.4% | +10.3% | +8.6% |
| 3M | +3.4% | +8.3% | -4.8% | +0.1% |
| 6M | -4.1% | +0.7% | -4.8% | -5.3% |
| YTD | -5.7% | +5.3% | -11.0% | -8.5% |
| 1Y | -18.9% | -9.1% | -9.8% | -18.1% |
| 3Y | +359.1% | -19.7% | +378.8% | +372.6% |
| 5Y | +766.9% | -31.3% | +798.2% | +834.2% |
| All | +1,238.2% | -18.9% | +1,257.1% | +1,085.5% |
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