+262.8%
VSH vs BR
+1,286.0%
-1,023.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | +0.5% |
| 7D | +6.2% | -5.9% | +12.2% | +10.1% |
| 30D | -11.1% | +1.9% | -13.0% | -13.0% |
| 3M | -44.9% | +14.7% | -59.6% | -51.1% |
| 6M | +90.0% | -12.8% | +102.7% | +98.6% |
| YTD | +118.8% | -23.0% | +141.8% | +145.2% |
| 1Y | +109.0% | -31.7% | +140.7% | +153.8% |
| 3Y | +35.6% | -4.8% | +40.4% | +28.8% |
| 5Y | +66.7% | +7.8% | +58.9% | +41.3% |
| 10Y | +167.9% | +184.1% | -16.1% | +10.2% |
| All | +262.8% | +1,286.0% | -1,023.2% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling