+604.6%
VSH vs BB
+338.1%
+266.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +5.9% | +8.1% |
| 7D | +12.8% | +7.3% | +5.5% | +11.2% |
| 30D | -9.0% | +11.2% | -20.3% | -11.0% |
| 3M | -12.2% | +4.7% | -16.9% | -13.2% |
| 6M | -15.9% | +51.1% | -67.1% | -23.7% |
| YTD | +103.2% | +148.0% | -44.8% | +63.7% |
| 1Y | +108.4% | +106.1% | +2.3% | +74.6% |
| 3Y | +41.6% | +158.2% | -116.7% | +7.4% |
| 5Y | +54.6% | -10.8% | +65.4% | +42.0% |
| 10Y | +138.2% | +29.3% | +108.9% | +60.1% |
| All | +604.6% | +338.1% | +266.6% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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