+83.1%
VSH vs ALM
+21.0%
+62.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +8.1% | +5.4% | +11.0% |
| 7D | +3.5% | +0.7% | +2.7% | +3.7% |
| 30D | -22.4% | -26.1% | +3.7% | -15.5% |
| 3M | -25.2% | -38.1% | +12.9% | -16.0% |
| 6M | -22.5% | -55.4% | +32.9% | -9.2% |
| YTD | +84.2% | -0.4% | +84.6% | +102.4% |
| All | +83.1% | +21.0% | +62.1% | +96.1% |
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