+116.4%
VSH vs BG
+1,185.2%
-1,068.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.7% |
| 7D | +6.2% | +2.4% | +3.9% | +5.2% |
| 30D | -11.1% | +15.0% | -26.2% | -16.2% |
| 3M | -44.9% | -0.7% | -44.3% | -45.2% |
| 6M | +90.0% | +7.5% | +82.5% | +83.1% |
| YTD | +118.8% | +41.6% | +77.2% | +89.4% |
| 1Y | +109.0% | +50.7% | +58.3% | +75.6% |
| 3Y | +35.6% | +20.3% | +15.4% | +22.2% |
| 5Y | +66.7% | +85.2% | -18.5% | +23.1% |
| 10Y | +167.9% | +160.6% | +7.3% | +63.8% |
| All | +116.4% | +1,185.2% | -1,068.8% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling