+108.4%
VSH vs COMP
+16.3%
+92.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +8.2% |
| 7D | +12.8% | +2.2% | +10.6% | +12.4% |
| 30D | -9.0% | +16.3% | -25.3% | -11.5% |
| 3M | -12.2% | -19.1% | +7.0% | -9.4% |
| 6M | -15.9% | +17.1% | -33.1% | -20.8% |
| YTD | +103.2% | -2.9% | +106.2% | +87.5% |
| 1Y | +108.4% | +8.8% | +99.6% | +84.0% |
| All | +108.4% | +16.3% | +92.1% | +84.0% |
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