+116.6%
VSH vs CP
+261.0%
-144.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.0% | +11.4% | +12.1% |
| 7D | +3.5% | +2.8% | +0.7% | +1.5% |
| 30D | -22.4% | +11.3% | -33.7% | -28.3% |
| 3M | -25.2% | +2.9% | -28.0% | -27.1% |
| 6M | -22.5% | +9.8% | -32.3% | -28.7% |
| YTD | +84.2% | +28.5% | +55.7% | +50.7% |
| 1Y | +87.1% | +33.5% | +53.6% | +49.3% |
| 3Y | +31.7% | +31.9% | -0.3% | +5.2% |
| 5Y | +42.6% | +25.5% | +17.1% | +15.0% |
| 10Y | +116.6% | +257.6% | -141.0% | -4.0% |
| All | +116.6% | +261.0% | -144.4% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling