+53.5%
VSH vs ALC
+32.2%
+21.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.2% | +13.3% |
| 7D | +3.5% | +2.1% | +1.4% | +2.1% |
| 30D | -22.4% | +17.2% | -39.6% | -29.3% |
| 3M | -25.2% | +4.6% | -29.8% | -28.1% |
| 6M | -22.5% | +20.1% | -42.6% | -32.2% |
| YTD | +84.2% | -4.2% | +88.4% | +81.7% |
| 1Y | +87.1% | +2.1% | +85.0% | +77.1% |
| 3Y | +31.7% | +4.5% | +27.2% | +22.1% |
| 5Y | +42.6% | -12.3% | +54.9% | +44.6% |
| All | +53.5% | +32.2% | +21.4% | +15.5% |
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