+128.4%
VSH vs ALM
+3,798.4%
-3,670.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +8.1% | +5.4% | +13.4% |
| 7D | +3.5% | +0.7% | +2.7% | +3.5% |
| 30D | -22.4% | -26.1% | +3.7% | -22.3% |
| 3M | -25.2% | -38.1% | +12.9% | -25.0% |
| 6M | -22.5% | -55.4% | +32.9% | -22.3% |
| YTD | +84.2% | -0.4% | +84.6% | +84.4% |
| 1Y | +87.1% | +25.4% | +61.7% | +87.1% |
| 3Y | +31.7% | +907.8% | -876.1% | +31.2% |
| 5Y | +42.6% | +440.2% | -397.6% | +42.1% |
| 10Y | +116.6% | +2,031.1% | -1,914.6% | +115.8% |
| All | +128.4% | +3,798.4% | -3,670.0% | +127.5% |
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 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