+24.9%
VSH vs ALM
+396.4%
-371.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.5% |
| 7D | -12.9% | -6.7% | -6.3% | -12.1% |
| 30D | -36.9% | -32.9% | -4.0% | -33.8% |
| 3M | -28.8% | -39.5% | +10.7% | -24.7% |
| 6M | -30.3% | -62.0% | +31.7% | -23.8% |
| YTD | +62.4% | -7.8% | +70.2% | +67.1% |
| 1Y | +62.5% | +26.7% | +35.8% | +63.7% |
| 3Y | +7.4% | +825.4% | -818.0% | -6.4% |
| All | +24.9% | +396.4% | -371.5% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling