+398.6%
ZS vs VSH
+103.0%
+295.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | -1.2% |
| 7D | -3.1% | +4.8% | -7.9% | -4.5% |
| 30D | -7.2% | -0.7% | -6.5% | -7.4% |
| 3M | +30.5% | -43.1% | +73.5% | +49.7% |
| 6M | +7.0% | +91.8% | -84.8% | -21.9% |
| YTD | -26.8% | +131.6% | -158.5% | -51.1% |
| 1Y | -42.6% | +118.1% | -160.7% | -61.1% |
| 3Y | -0.3% | +40.9% | -41.2% | -24.0% |
| 5Y | -39.2% | +75.8% | -115.0% | -57.9% |
| All | +398.6% | +103.0% | +295.6% | +221.0% |
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