+111.1%
VSH vs ALLE
+211.7%
-100.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.9% |
| 7D | +14.3% | +3.6% | +10.8% | +11.9% |
| 30D | -7.9% | +25.9% | -33.7% | -22.3% |
| 3M | -19.9% | +15.8% | -35.6% | -28.6% |
| 6M | -30.5% | +48.1% | -78.6% | -48.7% |
| YTD | +85.7% | +22.0% | +63.7% | +55.6% |
| 1Y | +98.9% | +18.0% | +80.9% | +70.8% |
| 3Y | +32.1% | +93.1% | -61.0% | -20.6% |
| 5Y | +39.7% | +52.1% | -12.4% | -2.6% |
| All | +111.1% | +211.7% | -100.5% | -10.3% |
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