+216.2%
VSH vs AR
-27.2%
+243.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.6% |
| 7D | +4.1% | +2.5% | +1.6% | +3.6% |
| 30D | -4.2% | +14.8% | -19.0% | -6.7% |
| 3M | -50.0% | +6.2% | -56.2% | -50.8% |
| 6M | +80.2% | +4.3% | +75.9% | +76.9% |
| YTD | +121.1% | +14.4% | +106.7% | +112.5% |
| 1Y | +112.0% | +21.3% | +90.7% | +101.0% |
| 3Y | +22.5% | +39.8% | -17.3% | +11.5% |
| 5Y | +64.0% | +142.1% | -78.0% | +29.6% |
| 10Y | +170.4% | +52.0% | +118.3% | +84.7% |
| All | +216.2% | -27.2% | +243.4% | +137.0% |
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