+1,238.2%
VST vs ZBRA
+403.8%
+834.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.4% |
| 7D | +9.9% | +2.6% | +7.3% | +9.1% |
| 30D | +7.9% | -6.4% | +14.3% | +9.9% |
| 3M | +3.4% | +51.3% | -47.9% | -11.5% |
| 6M | -4.1% | +60.5% | -64.6% | -20.3% |
| YTD | -5.7% | +45.2% | -50.9% | -19.3% |
| 1Y | -18.9% | +12.3% | -31.2% | -24.7% |
| 3Y | +359.1% | +37.5% | +321.5% | +301.3% |
| 5Y | +766.9% | -39.2% | +806.1% | +812.3% |
| All | +1,238.2% | +403.8% | +834.4% | +797.6% |
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