+219.5%
VSH vs ALLE
+260.9%
-41.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.8% |
| 7D | +4.1% | -0.2% | +4.3% | +4.3% |
| 30D | -4.2% | -6.8% | +2.6% | +0.5% |
| 3M | -50.0% | +21.0% | -71.0% | -56.7% |
| 6M | +80.2% | +1.1% | +79.1% | +76.0% |
| YTD | +121.1% | -0.5% | +121.6% | +116.5% |
| 1Y | +112.0% | -7.3% | +119.3% | +118.2% |
| 3Y | +22.5% | +42.3% | -19.7% | -6.2% |
| 5Y | +64.0% | +13.5% | +50.6% | +43.2% |
| 10Y | +170.4% | +144.0% | +26.3% | +43.4% |
| All | +219.5% | +260.9% | -41.4% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling