+37.9%
VSH vs AR
+48.5%
-10.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.9% |
| 7D | +26.2% | +6.4% | +19.8% | +24.7% |
| 30D | -12.5% | +3.1% | -15.6% | -13.0% |
| 3M | -16.9% | +3.3% | -20.2% | -17.7% |
| 6M | -17.0% | +6.6% | -23.5% | -18.7% |
| YTD | +93.8% | +12.3% | +81.5% | +83.3% |
| 1Y | +99.3% | +12.3% | +87.0% | +88.2% |
| All | +37.9% | +48.5% | -10.6% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling