+365.7%
ALAB vs VSH
+53.8%
+311.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.3% |
| 7D | +3.2% | +6.2% | -3.0% | -0.7% |
| 30D | -13.6% | -11.1% | -2.4% | -6.7% |
| 3M | -16.6% | -44.9% | +28.3% | +21.0% |
| 6M | +142.3% | +90.0% | +52.4% | +75.2% |
| YTD | +73.6% | +118.8% | -45.2% | +13.8% |
| 1Y | +33.7% | +109.0% | -75.3% | -10.6% |
| All | +365.7% | +53.8% | +311.9% | +291.2% |
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