+32.8%
VSH vs BR
-5.0%
+37.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +3.1% | -6.0% | +9.0% | +3.3% |
| 30D | -5.7% | -0.9% | -4.9% | -5.8% |
| 3M | -42.5% | +16.4% | -58.8% | -43.2% |
| 6M | +82.7% | -8.2% | +90.9% | +94.8% |
| YTD | +118.2% | -23.2% | +141.4% | +154.7% |
| 1Y | +109.7% | -30.9% | +140.6% | +161.5% |
| All | +32.8% | -5.0% | +37.8% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling