+61.0%
ZM vs VSH
+52.2%
+8.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.4% | +2.9% |
| 7D | +11.0% | +14.3% | -3.3% | +8.4% |
| 30D | +5.6% | -7.9% | +13.5% | +6.5% |
| 3M | -9.1% | -19.9% | +10.7% | -6.7% |
| 6M | -2.6% | -30.5% | +28.0% | -0.4% |
| YTD | +15.7% | +85.7% | -70.0% | -4.4% |
| 1Y | +18.8% | +98.9% | -80.2% | -3.5% |
| 3Y | +62.2% | +32.1% | +30.1% | +38.4% |
| 5Y | -60.9% | +39.7% | -100.5% | -67.0% |
| All | +61.0% | +52.2% | +8.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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