+7.4%
VSH vs AR
+19.9%
-12.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -12.9% | -14.3% | +1.3% | -10.3% |
| 30D | -36.9% | +1.4% | -38.3% | -37.0% |
| 3M | -28.8% | +3.4% | -32.1% | -29.6% |
| 6M | -30.3% | -2.1% | -28.2% | -30.6% |
| YTD | +62.4% | +4.7% | +57.7% | +55.7% |
| 1Y | +62.5% | +10.6% | +51.9% | +52.6% |
| 3Y | +7.4% | +24.6% | -17.2% | -1.3% |
| All | +7.4% | +19.9% | -12.6% | -1.3% |
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