+414.5%
ZS vs VSH
+93.7%
+320.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -5.8% |
| 7D | -7.8% | +4.1% | -11.9% | -9.0% |
| 30D | +5.0% | -4.2% | +9.2% | +5.8% |
| 3M | +25.5% | -50.0% | +75.5% | +49.8% |
| 6M | +8.7% | +80.2% | -71.5% | -19.2% |
| YTD | -24.5% | +121.1% | -145.6% | -48.8% |
| 1Y | -36.7% | +112.0% | -148.7% | -56.8% |
| 3Y | +7.2% | +22.5% | -15.3% | -13.9% |
| 5Y | -40.9% | +64.0% | -105.0% | -58.2% |
| All | +414.5% | +93.7% | +320.8% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling