-58.7%
ZTS vs VSH
+32.2%
-91.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.9% |
| 7D | -4.8% | +6.2% | -11.0% | -5.2% |
| 30D | +1.2% | -11.1% | +12.4% | +2.0% |
| 3M | -6.0% | -44.9% | +38.9% | -1.1% |
| 6M | -38.7% | +90.0% | -128.7% | -47.0% |
| YTD | -40.6% | +118.8% | -159.4% | -50.0% |
| 1Y | -50.6% | +109.0% | -159.6% | -58.3% |
| 3Y | -58.7% | +35.6% | -94.4% | -62.9% |
| All | -58.7% | +32.2% | -91.0% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling