+101.4%
VSH vs ALM
+3,507.4%
-3,406.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.7% |
| 7D | -12.9% | -6.7% | -6.3% | -12.9% |
| 30D | -36.9% | -32.9% | -4.0% | -36.7% |
| 3M | -28.8% | -39.5% | +10.7% | -28.6% |
| 6M | -30.3% | -62.0% | +31.7% | -30.0% |
| YTD | +62.4% | -7.8% | +70.2% | +62.6% |
| 1Y | +62.5% | +26.7% | +35.8% | +62.6% |
| 3Y | +7.4% | +825.4% | -818.0% | +7.0% |
| 5Y | +25.4% | +401.2% | -375.8% | +25.0% |
| 10Y | +102.6% | +2,074.0% | -1,971.4% | +102.0% |
| All | +101.4% | +3,507.4% | -3,406.1% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling