+12.0%
VSH vs AS
+134.9%
-122.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.6% |
| 7D | -12.9% | +6.9% | -19.9% | -15.0% |
| 30D | -36.9% | +16.0% | -52.9% | -40.2% |
| 3M | -28.8% | -12.8% | -15.9% | -25.7% |
| 6M | -30.3% | -15.4% | -14.9% | -27.0% |
| YTD | +62.4% | -15.7% | +78.1% | +68.5% |
| 1Y | +62.5% | +6.1% | +56.5% | +54.1% |
| All | +12.0% | +134.9% | -122.9% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling