+83.6%
VSH vs BG
+954.5%
-870.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.8% |
| 7D | +14.3% | +2.6% | +11.8% | +13.3% |
| 30D | -7.9% | -6.7% | -1.2% | -5.6% |
| 3M | -19.9% | -9.3% | -10.6% | -17.6% |
| 6M | -30.5% | -18.3% | -12.2% | -26.0% |
| YTD | +85.7% | +16.2% | +69.5% | +72.3% |
| 1Y | +98.9% | +7.6% | +91.3% | +90.0% |
| 3Y | +32.1% | +6.6% | +25.5% | +24.1% |
| 5Y | +39.7% | +22.2% | +17.5% | +20.7% |
| 10Y | +117.6% | +112.0% | +5.6% | +43.5% |
| All | +83.6% | +954.5% | -870.9% | -17.9% |
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