+1,636.0%
VSH vs CP
+7,669.4%
-6,033.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +4.1% | -2.7% | +6.7% | +5.5% |
| 30D | -4.2% | +0.2% | -4.3% | -4.2% |
| 3M | -50.0% | +2.6% | -52.5% | -51.0% |
| 6M | +80.2% | +6.0% | +74.2% | +73.3% |
| YTD | +121.1% | +24.9% | +96.2% | +95.0% |
| 1Y | +112.0% | +20.1% | +91.9% | +91.2% |
| 3Y | +22.5% | +16.4% | +6.1% | +12.3% |
| 5Y | +64.0% | +31.7% | +32.3% | +39.5% |
| 10Y | +170.4% | +223.9% | -53.5% | +48.7% |
| All | +1,636.0% | +7,669.4% | -6,033.5% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling