+167.9%
VSH vs AR
+45.1%
+122.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +6.2% | -1.8% | +8.0% | +6.6% |
| 30D | -11.1% | +12.6% | -23.7% | -13.2% |
| 3M | -44.9% | +10.0% | -54.9% | -46.2% |
| 6M | +90.0% | +0.6% | +89.3% | +87.7% |
| YTD | +118.8% | +13.4% | +105.4% | +110.3% |
| 1Y | +109.0% | +21.7% | +87.3% | +97.6% |
| 3Y | +35.6% | +45.8% | -10.2% | +22.0% |
| 5Y | +66.7% | +144.3% | -77.5% | +30.2% |
| 10Y | +167.9% | +41.8% | +126.1% | +96.6% |
| All | +167.9% | +45.1% | +122.8% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling