+63.4%
VSH vs BG
+7.2%
+56.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -5.5% |
| 7D | -13.6% | -3.8% | -9.9% | -13.0% |
| 30D | -30.4% | -9.6% | -20.7% | -28.9% |
| 3M | -33.3% | -8.5% | -24.7% | -33.2% |
| 6M | -15.1% | -23.0% | +8.0% | -8.3% |
| YTD | +80.2% | +10.9% | +69.3% | +65.4% |
| 1Y | +63.4% | +6.0% | +57.4% | +50.5% |
| All | +63.4% | +7.2% | +56.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling