+132.2%
VSH vs AR
-33.4%
+165.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -12.9% | -14.3% | +1.3% | -10.5% |
| 30D | -36.9% | +1.4% | -38.3% | -37.1% |
| 3M | -28.8% | +3.4% | -32.1% | -29.5% |
| 6M | -30.3% | -2.1% | -28.2% | -30.7% |
| YTD | +62.4% | +4.7% | +57.7% | +58.1% |
| 1Y | +62.5% | +10.6% | +51.9% | +56.4% |
| 3Y | +7.4% | +24.6% | -17.2% | -0.3% |
| 5Y | +25.4% | +71.9% | -46.5% | +5.4% |
| 10Y | +102.6% | +46.4% | +56.3% | +39.4% |
| All | +132.2% | -33.4% | +165.6% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling