+134.6%
VSH vs ALLE
+327.3%
-192.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.3% |
| 7D | -12.9% | -0.6% | -12.4% | -12.6% |
| 30D | -36.9% | +25.3% | -62.2% | -46.5% |
| 3M | -28.8% | +10.3% | -39.0% | -34.3% |
| 6M | -30.3% | +38.0% | -68.3% | -45.6% |
| YTD | +62.4% | +17.8% | +44.6% | +39.9% |
| 1Y | +62.5% | +13.6% | +48.9% | +43.6% |
| 3Y | +7.4% | +89.2% | -81.8% | -33.1% |
| 5Y | +25.4% | +51.1% | -25.6% | -11.0% |
| 10Y | +102.6% | +228.1% | -125.5% | -11.8% |
| All | +134.6% | +327.3% | -192.7% | -10.3% |
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