+267.2%
ALAB vs VSH
+36.2%
+231.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | +1.9% |
| 7D | +26.9% | +26.2% | +0.7% | +8.1% |
| 30D | -30.0% | -12.5% | -17.5% | -22.5% |
| 3M | -28.5% | -16.9% | -11.6% | -18.5% |
| 6M | +11.4% | -17.0% | +28.4% | +29.7% |
| YTD | +36.9% | +93.8% | -56.9% | -1.9% |
| 1Y | +44.4% | +99.3% | -55.0% | +2.0% |
| All | +267.2% | +36.2% | +231.0% | +237.3% |
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