+179.5%
VSH vs A
+236.6%
-57.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.7% |
| 7D | +3.5% | -4.4% | +7.9% | +6.7% |
| 30D | -4.4% | -2.7% | -1.7% | -2.9% |
| 3M | -45.8% | +7.0% | -52.9% | -48.7% |
| 6M | +90.1% | +24.6% | +65.5% | +60.0% |
| YTD | +120.3% | +7.0% | +113.3% | +105.7% |
| 1Y | +112.2% | +15.6% | +96.7% | +87.1% |
| 3Y | +36.6% | +29.9% | +6.7% | +9.8% |
| 5Y | +67.0% | -15.4% | +82.4% | +75.2% |
| 10Y | +179.5% | +248.9% | -69.4% | +15.0% |
| All | +179.5% | +236.6% | -57.2% | +15.0% |
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