+40.9%
VSH vs AZO
+10.0%
+30.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +4.8% | -3.6% | +8.3% | +4.5% |
| 30D | -0.7% | -5.6% | +4.9% | -1.1% |
| 3M | -43.1% | -6.6% | -36.4% | -43.1% |
| 6M | +91.8% | -22.5% | +114.3% | +92.7% |
| YTD | +131.6% | -15.2% | +146.8% | +131.7% |
| 1Y | +118.1% | -33.9% | +152.0% | +123.9% |
| 3Y | +40.9% | +11.8% | +29.1% | +32.0% |
| All | +40.9% | +10.0% | +30.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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