+116.6%
VSH vs ALLE
+233.6%
-117.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.8% | +10.7% | +11.6% |
| 7D | +3.5% | -0.6% | +4.1% | +4.2% |
| 30D | -22.4% | +26.6% | -49.0% | -34.9% |
| 3M | -25.2% | +13.2% | -38.4% | -32.2% |
| 6M | -22.5% | +42.9% | -65.4% | -41.4% |
| YTD | +84.2% | +21.0% | +63.2% | +55.2% |
| 1Y | +87.1% | +15.2% | +71.9% | +63.6% |
| 3Y | +31.7% | +95.6% | -63.9% | -21.5% |
| 5Y | +42.6% | +53.4% | -10.8% | -1.2% |
| 10Y | +116.6% | +221.5% | -104.9% | -6.4% |
| All | +116.6% | +233.6% | -117.0% | -6.4% |
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