+121.2%
VSH vs DRI
+343.2%
-222.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -1.6% | +4.2% | -5.8% | -3.3% |
| 30D | -21.3% | +15.7% | -37.0% | -26.3% |
| 3M | -18.9% | +5.8% | -24.7% | -21.5% |
| 6M | -21.4% | +18.4% | -39.9% | -28.6% |
| YTD | +86.8% | +28.2% | +58.6% | +62.8% |
| 1Y | +85.8% | +35.9% | +49.8% | +57.6% |
| 3Y | +30.1% | +67.7% | -37.6% | -0.2% |
| 5Y | +42.8% | +77.9% | -35.1% | +5.4% |
| 10Y | +121.2% | +338.7% | -217.5% | +18.4% |
| All | +121.2% | +343.2% | -222.0% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling