+167.9%
VSH vs ALM
+3,219.4%
-3,051.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.9% | -1.6% |
| 7D | +6.2% | +8.4% | -2.2% | +5.6% |
| 30D | -11.1% | +34.8% | -46.0% | -12.8% |
| 3M | -44.9% | +16.2% | -61.1% | -45.5% |
| 6M | +90.0% | +2.1% | +87.8% | +88.2% |
| YTD | +118.8% | +117.0% | +1.8% | +110.4% |
| 1Y | +109.0% | +313.9% | -204.9% | +96.1% |
| 3Y | +35.6% | +2,327.9% | -2,292.3% | +18.2% |
| 5Y | +66.7% | +1,040.6% | -973.9% | +47.0% |
| 10Y | +167.9% | +3,219.4% | -3,051.5% | +138.5% |
| All | +167.9% | +3,219.4% | -3,051.5% | +138.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling