+100.5%
VSH vs ALLE
+222.4%
-122.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.4% |
| 7D | -12.9% | -0.6% | -12.4% | -12.6% |
| 30D | -36.9% | +25.3% | -62.2% | -46.8% |
| 3M | -28.8% | +10.3% | -39.0% | -34.4% |
| 6M | -30.3% | +38.0% | -68.3% | -46.1% |
| YTD | +62.4% | +17.8% | +44.6% | +39.1% |
| 1Y | +62.5% | +13.6% | +48.9% | +43.0% |
| 3Y | +7.4% | +89.2% | -81.8% | -34.6% |
| 5Y | +25.4% | +51.1% | -25.6% | -12.5% |
| All | +100.5% | +222.4% | -122.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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