+66.5%
VSH vs ALM
+951.0%
-884.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.6% |
| 7D | +4.1% | -2.6% | +6.7% | +4.3% |
| 30D | -4.2% | +32.0% | -36.2% | -7.0% |
| 3M | -50.0% | -15.0% | -34.9% | -49.7% |
| 6M | +80.2% | -10.1% | +90.3% | +79.1% |
| YTD | +121.1% | +99.4% | +21.7% | +109.2% |
| 1Y | +112.0% | +316.4% | -204.4% | +92.1% |
| 3Y | +22.5% | +2,022.0% | -1,999.5% | -2.0% |
| All | +66.5% | +951.0% | -884.5% | +36.2% |
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