+214.5%
CVX vs VSH
+115.4%
+99.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.6% |
| 7D | +3.4% | +14.3% | -10.9% | -0.3% |
| 30D | -1.0% | -7.9% | +6.9% | -0.4% |
| 3M | +12.2% | -19.9% | +32.0% | +15.4% |
| 6M | +20.3% | -30.5% | +50.9% | +21.5% |
| YTD | +48.3% | +85.7% | -37.4% | +5.7% |
| 1Y | +46.9% | +98.9% | -52.0% | +1.8% |
| 3Y | +73.1% | +32.1% | +41.0% | +29.2% |
| 5Y | +135.2% | +39.7% | +95.5% | +62.8% |
| All | +214.5% | +115.4% | +99.1% | +79.1% |
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