+73.1%
VSH vs BR
+8.0%
+65.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +4.8% | -3.0% | +7.7% | +5.7% |
| 30D | -0.7% | -0.3% | -0.4% | -0.9% |
| 3M | -43.1% | +17.3% | -60.4% | -46.7% |
| 6M | +91.8% | -6.7% | +98.5% | +97.6% |
| YTD | +131.6% | -23.4% | +155.1% | +163.6% |
| 1Y | +118.1% | -32.7% | +150.8% | +168.0% |
| 3Y | +40.9% | -5.9% | +46.8% | +39.6% |
| All | +73.1% | +8.0% | +65.1% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling