-40.7%
ZS vs VSH
+67.3%
-108.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -3.8% | +3.5% | -7.4% | -4.9% |
| 30D | -6.0% | -4.4% | -1.6% | -5.1% |
| 3M | +32.0% | -45.8% | +77.8% | +53.8% |
| 6M | +2.1% | +90.1% | -88.0% | -28.1% |
| YTD | -26.2% | +120.3% | -146.5% | -52.2% |
| 1Y | -41.2% | +112.2% | -153.4% | -61.7% |
| 3Y | +3.3% | +36.6% | -33.3% | -19.4% |
| 5Y | -40.7% | +67.0% | -107.7% | -63.4% |
| All | -40.7% | +67.3% | -108.0% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling