+262.4%
VSH vs CAPR
-99.1%
+361.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -50.0% | -66.4% | +16.4% | -49.5% |
| 6M | +80.2% | -63.1% | +143.3% | +81.4% |
| YTD | +121.1% | -67.4% | +188.5% | +123.0% |
| 1Y | +112.0% | +58.2% | +53.7% | +96.4% |
| 3Y | +22.5% | +42.2% | -19.7% | +11.1% |
| 5Y | +64.0% | +87.3% | -23.2% | +46.4% |
| 10Y | +170.4% | -75.3% | +245.6% | +129.8% |
| All | +262.4% | -99.1% | +361.5% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling