+118.1%
VSH vs BG
+53.0%
+65.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.9% | +6.6% |
| 7D | +4.8% | +3.1% | +1.6% | +3.7% |
| 30D | -0.7% | +10.2% | -10.9% | -4.0% |
| 3M | -43.1% | -1.7% | -41.4% | -42.5% |
| 6M | +91.8% | +1.0% | +90.8% | +90.4% |
| YTD | +131.6% | +39.9% | +91.7% | +105.7% |
| 1Y | +118.1% | +53.2% | +64.9% | +86.1% |
| All | +118.1% | +53.0% | +65.1% | +86.1% |
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