+112.0%
VSH vs ALM
+318.3%
-206.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.8% |
| 7D | +4.1% | -2.6% | +6.7% | +4.7% |
| 30D | -4.2% | +32.0% | -36.2% | -10.3% |
| 3M | -50.0% | -15.0% | -34.9% | -49.9% |
| 6M | +80.2% | -10.1% | +90.3% | +75.7% |
| YTD | +121.1% | +99.4% | +21.7% | +98.9% |
| 1Y | +112.0% | +316.4% | -204.4% | +91.3% |
| All | +112.0% | +318.3% | -206.3% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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