+39.9%
VSH vs CP
+25.5%
+14.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | +14.3% | +2.1% | +12.2% | +13.0% |
| 30D | -7.9% | +9.3% | -17.2% | -13.2% |
| 3M | -19.9% | +0.5% | -20.3% | -20.5% |
| 6M | -30.5% | +10.4% | -40.9% | -35.9% |
| YTD | +85.7% | +28.7% | +57.0% | +53.0% |
| 1Y | +98.9% | +33.2% | +65.8% | +60.5% |
| 3Y | +32.1% | +38.4% | -6.4% | +3.6% |
| All | +39.9% | +25.5% | +14.3% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling