+24.9%
VSH vs COMP
-17.6%
+42.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.7% | -5.0% | +4.0% |
| 7D | -12.9% | +13.4% | -26.4% | -14.7% |
| 30D | -36.9% | +11.1% | -48.0% | -38.1% |
| 3M | -28.8% | -18.8% | -9.9% | -26.7% |
| 6M | -30.3% | +10.5% | -40.8% | -32.4% |
| YTD | +62.4% | -3.4% | +65.8% | +58.5% |
| 1Y | +62.5% | +19.7% | +42.8% | +53.0% |
| 3Y | +7.4% | +381.6% | -374.2% | -21.2% |
| All | +24.9% | -17.6% | +42.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling