+111.1%
VSH vs A
+302.9%
-191.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.8% | -4.6% |
| 7D | +14.3% | -0.5% | +14.8% | +14.9% |
| 30D | -7.9% | 0.0% | -7.8% | -7.0% |
| 3M | -19.9% | +16.7% | -36.6% | -27.7% |
| 6M | -30.5% | +54.8% | -85.4% | -49.0% |
| YTD | +85.7% | +28.8% | +56.9% | +53.4% |
| 1Y | +98.9% | +19.3% | +79.6% | +73.5% |
| 3Y | +32.1% | +65.5% | -33.4% | -9.5% |
| 5Y | +39.7% | +12.1% | +27.6% | +20.8% |
| All | +111.1% | +302.9% | -191.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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