+174.6%
ZTS vs VSH
+262.7%
-88.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.1% | -1.5% |
| 7D | -2.0% | +4.1% | -6.0% | -2.8% |
| 30D | +1.9% | -4.2% | +6.1% | +2.1% |
| 3M | -4.0% | -50.0% | +46.0% | +8.4% |
| 6M | -39.1% | +80.2% | -119.3% | -50.7% |
| YTD | -38.8% | +121.1% | -159.9% | -53.3% |
| 1Y | -49.6% | +112.0% | -161.6% | -61.3% |
| 3Y | -59.0% | +22.5% | -81.5% | -65.1% |
| 5Y | -61.8% | +64.0% | -125.8% | -70.7% |
| 10Y | +61.4% | +170.4% | -108.9% | -0.1% |
| All | +174.6% | +262.7% | -88.1% | +58.6% |
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