+166.6%
VSH vs A
+457.0%
-290.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.1% |
| 7D | +4.1% | -1.9% | +6.0% | +5.3% |
| 30D | -4.2% | +6.9% | -11.1% | -7.9% |
| 3M | -50.0% | +9.2% | -59.2% | -52.7% |
| 6M | +80.2% | +25.7% | +54.5% | +55.8% |
| YTD | +121.1% | +11.5% | +109.6% | +104.2% |
| 1Y | +112.0% | +18.4% | +93.6% | +88.9% |
| 3Y | +22.5% | +26.6% | -4.1% | +5.2% |
| 5Y | +64.0% | -12.8% | +76.9% | +68.2% |
| 10Y | +170.4% | +247.2% | -76.8% | +29.1% |
| All | +166.6% | +457.0% | -290.4% | -20.2% |
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 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