+40.2%
VSH vs AS
+131.9%
-91.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.6% |
| 7D | +12.8% | -3.0% | +15.8% | +14.1% |
| 30D | -9.0% | +9.6% | -18.6% | -12.0% |
| 3M | -12.2% | -8.2% | -4.0% | -10.1% |
| 6M | -15.9% | -9.9% | -6.0% | -13.9% |
| YTD | +103.2% | -16.8% | +120.0% | +111.8% |
| 1Y | +108.4% | +3.0% | +105.5% | +99.7% |
| All | +40.2% | +131.9% | -91.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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