+99.3%
VSH vs COMP
+6.6%
+92.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.2% |
| 7D | +26.2% | +8.9% | +17.3% | +24.2% |
| 30D | -12.5% | +14.0% | -26.5% | -14.5% |
| 3M | -16.9% | -21.1% | +4.2% | -13.8% |
| 6M | -17.0% | +20.1% | -37.1% | -22.1% |
| YTD | +93.8% | -5.0% | +98.8% | +79.7% |
| 1Y | +99.3% | +5.7% | +93.7% | +77.5% |
| All | +99.3% | +6.6% | +92.8% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling