+122.1%
VSH vs A
+566.3%
-444.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.1% | +10.3% | +11.7% |
| 7D | +3.5% | +4.8% | -1.3% | +1.3% |
| 30D | -22.4% | +5.6% | -28.1% | -24.3% |
| 3M | -25.2% | +23.6% | -48.8% | -33.6% |
| 6M | -22.5% | +56.4% | -78.9% | -40.4% |
| YTD | +84.2% | +33.4% | +50.8% | +54.1% |
| 1Y | +87.1% | +23.7% | +63.4% | +63.4% |
| 3Y | +31.7% | +71.0% | -39.3% | -4.2% |
| 5Y | +42.6% | +16.8% | +25.7% | +24.5% |
| 10Y | +116.6% | +323.8% | -207.2% | -7.3% |
| All | +122.1% | +566.3% | -444.1% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling