+66.7%
VSH vs A
-14.2%
+80.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | +0.5% |
| 7D | +6.2% | -2.1% | +8.3% | +7.5% |
| 30D | -11.1% | +0.6% | -11.7% | -11.7% |
| 3M | -44.9% | +10.9% | -55.8% | -48.6% |
| 6M | +90.0% | +28.2% | +61.8% | +60.6% |
| YTD | +118.8% | +8.6% | +110.2% | +104.9% |
| 1Y | +109.0% | +15.5% | +93.4% | +87.8% |
| 3Y | +35.6% | +31.8% | +3.8% | +12.6% |
| 5Y | +66.7% | -14.9% | +81.6% | +53.0% |
| All | +66.7% | -14.2% | +80.9% | +53.0% |
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 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