-30.3%
VSH vs ALLE
+39.2%
-69.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +5.7% |
| 7D | -12.9% | -0.6% | -12.4% | -12.7% |
| 30D | -36.9% | +25.3% | -62.2% | -37.3% |
| 3M | -28.8% | +10.3% | -39.0% | -27.5% |
| 6M | -30.3% | +38.0% | -68.3% | -32.6% |
| All | -30.3% | +39.2% | -69.5% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling