+262.4%
VST vs ZBRA
+50.6%
+211.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.4% | +10.5% |
| 7D | -9.8% | -10.9% | +1.1% | -6.4% |
| 30D | -25.1% | -16.6% | -8.6% | -20.4% |
| 3M | -11.6% | -11.6% | 0.0% | -8.0% |
| 6M | -20.9% | +40.2% | -61.1% | -35.0% |
| YTD | -22.3% | +32.6% | -54.9% | -35.1% |
| 1Y | -32.0% | +24.7% | -56.7% | -41.3% |
| 3Y | +262.4% | +56.3% | +206.1% | +239.7% |
| All | +262.4% | +50.6% | +211.8% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling