+1.6%
VSH vs COMP
+309.8%
-308.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -8.2% | -6.6% | -13.2% |
| 7D | -25.2% | -1.8% | -23.4% | -24.8% |
| 30D | -41.8% | -0.8% | -41.1% | -41.8% |
| 3M | -33.4% | -28.1% | -5.3% | -29.4% |
| 6M | -31.0% | +27.0% | -58.0% | -35.9% |
| YTD | +53.6% | -12.8% | +66.4% | +51.5% |
| 1Y | +46.3% | +4.9% | +41.4% | +38.6% |
| All | +1.6% | +309.8% | -308.2% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling