+7.4%
VSH vs ALC
+2.3%
+5.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.4% |
| 7D | -12.9% | +4.9% | -17.8% | -14.6% |
| 30D | -36.9% | +19.0% | -55.8% | -41.2% |
| 3M | -28.8% | +7.8% | -36.5% | -31.2% |
| 6M | -30.3% | +14.6% | -44.9% | -35.6% |
| YTD | +62.4% | -4.4% | +66.8% | +64.4% |
| 1Y | +62.5% | +1.4% | +61.1% | +57.8% |
| 3Y | +7.4% | +2.5% | +4.9% | +7.1% |
| All | +7.4% | +2.3% | +5.1% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling