+112.2%
VSH vs ALM
+312.4%
-200.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.7% |
| 7D | +3.5% | +3.6% | -0.1% | +2.5% |
| 30D | -4.4% | +33.8% | -38.2% | -11.2% |
| 3M | -45.8% | +14.8% | -60.6% | -48.2% |
| 6M | +90.1% | -7.0% | +97.1% | +83.4% |
| YTD | +120.3% | +108.1% | +12.3% | +94.5% |
| 1Y | +112.2% | +313.8% | -201.5% | +89.5% |
| All | +112.2% | +312.4% | -200.1% | +89.5% |
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 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