+138.2%
VSH vs ALLE
+212.2%
-74.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +7.9% | +8.2% |
| 7D | +12.8% | -0.8% | +13.6% | +13.9% |
| 30D | -9.0% | +27.4% | -36.4% | -23.9% |
| 3M | -12.2% | +13.8% | -26.0% | -20.8% |
| 6M | -15.9% | +45.5% | -61.4% | -37.2% |
| YTD | +103.2% | +21.4% | +81.8% | +70.9% |
| 1Y | +108.4% | +15.4% | +93.1% | +82.1% |
| 3Y | +41.6% | +91.7% | -50.2% | -14.4% |
| 5Y | +54.6% | +54.5% | +0.1% | +6.5% |
| 10Y | +138.2% | +210.5% | -72.4% | +2.4% |
| All | +138.2% | +212.2% | -74.0% | +2.4% |
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