+58.8%
ZM vs VSH
+37.0%
+21.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.3% |
| 7D | +10.0% | +26.2% | -16.2% | +6.3% |
| 30D | -0.5% | -12.5% | +12.0% | +0.9% |
| 3M | -7.1% | -16.9% | +9.8% | -5.6% |
| 6M | -5.1% | -17.0% | +11.9% | -6.8% |
| YTD | +13.2% | +93.8% | -80.6% | -6.2% |
| 1Y | +15.3% | +99.3% | -84.0% | -5.2% |
| All | +58.8% | +37.0% | +21.8% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling