+24.9%
VSH vs A
+15.4%
+9.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.7% |
| 7D | -12.9% | -0.1% | -12.9% | -12.6% |
| 30D | -36.9% | +3.4% | -40.2% | -37.7% |
| 3M | -28.8% | +23.8% | -52.6% | -37.3% |
| 6M | -30.3% | +49.0% | -79.3% | -45.8% |
| YTD | +62.4% | +29.4% | +33.0% | +37.1% |
| 1Y | +62.5% | +19.4% | +43.1% | +44.4% |
| 3Y | +7.4% | +66.2% | -58.8% | -21.8% |
| All | +24.9% | +15.4% | +9.6% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling