+121.2%
VSH vs ALLE
+217.2%
-96.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.3% |
| 30D | -21.3% | +25.9% | -47.2% | -33.7% |
| 3M | -18.9% | +14.9% | -33.8% | -27.4% |
| 6M | -21.4% | +42.1% | -63.5% | -40.3% |
| YTD | +86.8% | +20.4% | +66.5% | +57.9% |
| 1Y | +85.8% | +14.9% | +70.9% | +62.6% |
| 3Y | +30.1% | +90.1% | -60.0% | -20.9% |
| 5Y | +42.8% | +53.0% | -10.2% | -1.0% |
| 10Y | +121.2% | +208.8% | -87.6% | -4.6% |
| All | +121.2% | +217.2% | -96.0% | -4.6% |
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