+41.9%
VSH vs COMP
-47.7%
+89.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +4.1% | +1.4% | +2.7% | +3.8% |
| 30D | -4.2% | -13.3% | +9.2% | -2.1% |
| 3M | -50.0% | +41.1% | -91.1% | -53.1% |
| 6M | +80.2% | +17.2% | +63.0% | +72.2% |
| YTD | +121.1% | +5.2% | +115.9% | +113.6% |
| 1Y | +112.0% | +18.9% | +93.1% | +99.6% |
| 3Y | +22.5% | +215.9% | -193.4% | -4.6% |
| 5Y | +64.0% | -31.2% | +95.2% | +42.9% |
| All | +41.9% | -47.7% | +89.6% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling