+485.5%
ZS vs VSH
+69.8%
+415.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.0% |
| 7D | -5.2% | +26.2% | -31.4% | -11.7% |
| 30D | -15.5% | -12.5% | -3.0% | -13.2% |
| 3M | +9.0% | -16.9% | +25.9% | +12.0% |
| 6M | +32.2% | -17.0% | +49.2% | +27.5% |
| YTD | -14.1% | +93.8% | -107.9% | -40.9% |
| 1Y | -39.1% | +99.3% | -138.4% | -58.6% |
| 3Y | +10.4% | +35.0% | -24.6% | -18.4% |
| 5Y | -44.6% | +45.8% | -90.5% | -60.3% |
| All | +485.5% | +69.8% | +415.7% | +288.0% |
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