+249.6%
ALAB vs VSH
+29.4%
+220.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +13.4% | +0.3% | +4.4% |
| 7D | -5.6% | +3.5% | -9.1% | -6.9% |
| 30D | -36.6% | -22.4% | -14.2% | -23.8% |
| 3M | -35.1% | -25.2% | -9.9% | -20.5% |
| 6M | +8.5% | -22.5% | +31.1% | +32.5% |
| YTD | +30.4% | +84.2% | -53.8% | -3.1% |
| 1Y | +31.0% | +87.1% | -56.0% | -3.2% |
| All | +249.6% | +29.4% | +220.2% | +233.2% |
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