+78.9%
ZTS vs VSH
+141.4%
-62.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.6% | -1.4% |
| 7D | -7.4% | +12.8% | -20.2% | -9.6% |
| 30D | +9.9% | -9.0% | +18.9% | +10.6% |
| 3M | +10.3% | -12.2% | +22.5% | +10.9% |
| 6M | +9.2% | -15.9% | +25.1% | +5.5% |
| YTD | -32.9% | +103.2% | -136.1% | -48.7% |
| 1Y | -29.7% | +108.4% | -138.1% | -46.8% |
| 3Y | -49.0% | +41.6% | -90.5% | -59.2% |
| 5Y | -59.3% | +54.6% | -113.9% | -69.0% |
| 10Y | +78.9% | +138.2% | -59.2% | +17.4% |
| All | +78.9% | +141.4% | -62.5% | +17.4% |
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 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