+66.5%
VSH vs CAPR
+84.7%
-18.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.4% |
| 7D | +4.1% | -2.0% | +6.0% | +4.1% |
| 30D | -4.2% | +139.2% | -143.3% | -7.2% |
| 3M | -50.0% | -66.4% | +16.4% | -49.3% |
| 6M | +80.2% | -63.1% | +143.3% | +81.7% |
| YTD | +121.1% | -67.4% | +188.5% | +123.5% |
| 1Y | +112.0% | +58.2% | +53.7% | +90.8% |
| 3Y | +22.5% | +42.2% | -19.7% | +3.1% |
| All | +66.5% | +84.7% | -18.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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