+34.0%
VSH vs ALC
-13.4%
+47.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +5.4% |
| 7D | +4.1% | -2.1% | +6.2% | +5.0% |
| 30D | -4.2% | -0.1% | -4.1% | -4.4% |
| 3M | -50.0% | +5.9% | -55.9% | -51.9% |
| 6M | +80.2% | -15.9% | +96.1% | +96.3% |
| YTD | +121.1% | -10.1% | +131.2% | +129.7% |
| 1Y | +112.0% | -10.2% | +122.2% | +120.2% |
| All | +34.0% | -13.4% | +47.4% | +43.8% |
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