+59.4%
RBLX vs VSH
+42.0%
+17.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.8% | +0.5% |
| 7D | +5.1% | +4.8% | +0.3% | +4.4% |
| 30D | +28.0% | -0.7% | +28.7% | +27.9% |
| 3M | +4.6% | -43.1% | +47.7% | +12.6% |
| 6M | -24.7% | +91.8% | -116.4% | -36.4% |
| YTD | -43.8% | +131.6% | -175.5% | -54.6% |
| 1Y | -65.8% | +118.1% | -183.9% | -72.0% |
| 3Y | +59.4% | +40.9% | +18.5% | +48.3% |
| All | +59.4% | +42.0% | +17.3% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling