+83.6%
VSH vs ALC
+20.4%
+63.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | +3.5% | -5.3% | +8.8% | +6.5% |
| 30D | -4.4% | -7.1% | +2.7% | -0.7% |
| 3M | -45.8% | +0.8% | -46.6% | -46.8% |
| 6M | +90.1% | -16.0% | +106.1% | +104.8% |
| YTD | +120.3% | -12.7% | +133.1% | +131.2% |
| 1Y | +112.2% | -12.8% | +125.1% | +122.7% |
| 3Y | +36.6% | -15.8% | +52.4% | +45.0% |
| 5Y | +67.0% | -16.7% | +83.7% | +75.0% |
| All | +83.6% | +20.4% | +63.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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