+18.2%
VSH vs COMP
-49.2%
+67.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +5.7% | +7.8% | +12.5% |
| 7D | +3.5% | +14.5% | -11.1% | +1.3% |
| 30D | -22.4% | +14.9% | -37.3% | -24.2% |
| 3M | -25.2% | -14.2% | -11.0% | -23.6% |
| 6M | -22.5% | +23.7% | -46.3% | -26.1% |
| YTD | +84.2% | +2.1% | +82.1% | +78.4% |
| 1Y | +87.1% | +26.2% | +60.9% | +74.8% |
| 3Y | +31.7% | +470.9% | -439.2% | -5.3% |
| 5Y | +42.6% | -14.0% | +56.6% | +20.2% |
| All | +18.2% | -49.2% | +67.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling