+39.9%
VSH vs COMP
-10.9%
+50.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.5% |
| 7D | +14.3% | 0.0% | +14.3% | +14.4% |
| 30D | -7.9% | +16.6% | -24.4% | -10.3% |
| 3M | -19.9% | -23.5% | +3.7% | -16.6% |
| 6M | -30.5% | +25.7% | -56.3% | -34.0% |
| YTD | +85.7% | -3.4% | +89.1% | +81.3% |
| 1Y | +98.9% | +7.6% | +91.3% | +90.7% |
| 3Y | +32.1% | +423.6% | -391.5% | -4.3% |
| All | +39.9% | -10.9% | +50.8% | +19.1% |
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