+66.5%
VSH vs CP
+32.0%
+34.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.2% |
| 7D | +4.1% | -2.7% | +6.7% | +5.8% |
| 30D | -4.2% | +0.2% | -4.3% | -4.3% |
| 3M | -50.0% | +2.6% | -52.5% | -51.3% |
| 6M | +80.2% | +6.0% | +74.2% | +71.1% |
| YTD | +121.1% | +24.9% | +96.2% | +87.0% |
| 1Y | +112.0% | +20.1% | +91.9% | +84.3% |
| 3Y | +22.5% | +16.4% | +6.1% | +7.0% |
| All | +66.5% | +32.0% | +34.4% | +32.5% |
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