+120.4%
VSH vs ALM
+1,942.8%
-1,822.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -4.2% |
| 7D | +26.2% | -4.0% | +30.2% | +26.6% |
| 30D | -12.5% | -30.5% | +18.0% | -10.1% |
| 3M | -16.9% | -46.9% | +30.0% | -13.3% |
| 6M | -17.0% | -65.5% | +48.5% | -11.7% |
| YTD | +93.8% | -13.4% | +107.2% | +97.8% |
| 1Y | +99.3% | +9.8% | +89.6% | +101.3% |
| 3Y | +35.0% | +783.1% | -748.1% | +24.6% |
| 5Y | +45.8% | +378.3% | -332.5% | +35.5% |
| All | +120.4% | +1,942.8% | -1,822.4% | +107.6% |
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