+39.9%
VSH vs BG
+21.9%
+18.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.7% |
| 7D | +14.3% | +2.6% | +11.8% | +13.5% |
| 30D | -7.9% | -6.7% | -1.2% | -5.9% |
| 3M | -19.9% | -9.3% | -10.6% | -17.9% |
| 6M | -30.5% | -18.3% | -12.2% | -26.3% |
| YTD | +85.7% | +16.2% | +69.5% | +73.3% |
| 1Y | +98.9% | +7.6% | +91.3% | +90.6% |
| 3Y | +32.1% | +6.6% | +25.5% | +22.7% |
| All | +39.9% | +21.9% | +18.0% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling