+112.0%
VSH vs DRI
+6.9%
+105.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.4% |
| 7D | +4.1% | +0.6% | +3.5% | +4.1% |
| 30D | -4.2% | +3.8% | -8.0% | -3.9% |
| 3M | -50.0% | +13.0% | -63.0% | -50.5% |
| 6M | +80.2% | +8.3% | +71.9% | +79.1% |
| YTD | +121.1% | +20.6% | +100.5% | +107.9% |
| 1Y | +112.0% | +6.5% | +105.5% | +91.6% |
| All | +112.0% | +6.9% | +105.0% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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