+34.0%
ZM vs VSH
+35.1%
-1.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +0.3% | +3.5% | -3.2% | -0.2% |
| 30D | -10.3% | -4.4% | -5.9% | -9.8% |
| 3M | -0.7% | -45.8% | +45.1% | +7.4% |
| 6M | +24.8% | +90.1% | -65.3% | +5.7% |
| YTD | +11.5% | +120.3% | -108.9% | -9.4% |
| 1Y | +12.3% | +112.2% | -99.9% | -8.5% |
| All | +34.0% | +35.1% | -1.1% | +22.1% |
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