+1,142.3%
VST vs ZBRA
+381.8%
+760.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | +10.9% | -1.5% | +12.4% | +11.5% |
| 30D | -15.6% | -15.6% | 0.0% | -11.4% |
| 3M | -7.8% | -14.5% | +6.8% | -3.6% |
| 6M | -12.0% | +50.9% | -62.9% | -25.5% |
| YTD | -16.9% | +34.8% | -51.8% | -27.5% |
| 1Y | -25.1% | +28.3% | -53.4% | -33.6% |
| 3Y | +297.1% | +58.8% | +238.2% | +234.9% |
| 5Y | +641.9% | -44.0% | +685.9% | +701.3% |
| 10Y | +1,142.3% | +389.6% | +752.7% | +732.8% |
| All | +1,142.3% | +381.8% | +760.5% | +732.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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