+55.5%
ZTS vs VSH
+178.4%
-122.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | -4.5% | +2.8% | -7.3% | -5.0% |
| 30D | -3.3% | -6.0% | +2.7% | -2.5% |
| 3M | -9.7% | -42.6% | +32.9% | -1.3% |
| 6M | -38.8% | +82.1% | -120.9% | -50.6% |
| YTD | -41.2% | +117.5% | -158.7% | -54.9% |
| 1Y | -50.3% | +109.0% | -159.3% | -61.8% |
| 3Y | -59.1% | +34.9% | -94.0% | -66.1% |
| 5Y | -62.8% | +65.1% | -127.8% | -71.6% |
| All | +55.5% | +178.4% | -122.9% | -2.5% |
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