+108.4%
VSH vs ALLE
+15.9%
+92.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +7.9% | +8.6% |
| 7D | +12.8% | -0.8% | +13.6% | +13.0% |
| 30D | -9.0% | +27.4% | -36.4% | -13.6% |
| 3M | -12.2% | +13.8% | -26.0% | -13.5% |
| 6M | -15.9% | +45.5% | -61.4% | -25.4% |
| YTD | +103.2% | +21.4% | +81.8% | +86.4% |
| 1Y | +108.4% | +15.4% | +93.1% | +104.8% |
| All | +108.4% | +15.9% | +92.6% | +104.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling