+63.4%
VSH vs CP
+35.2%
+28.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.5% | -8.6% | -6.0% |
| 7D | -13.6% | +5.6% | -19.2% | -15.0% |
| 30D | -30.4% | +10.0% | -40.4% | -32.5% |
| 3M | -33.3% | +4.4% | -37.7% | -34.1% |
| 6M | -15.1% | +14.1% | -29.1% | -21.3% |
| YTD | +80.2% | +29.1% | +51.2% | +47.4% |
| 1Y | +63.4% | +34.6% | +28.8% | +24.6% |
| All | +63.4% | +35.2% | +28.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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