+34.0%
VSH vs DRI
+60.6%
-26.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.6% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | -4.2% | +3.8% | -8.0% | -5.6% |
| 3M | -50.0% | +13.0% | -63.0% | -52.9% |
| 6M | +80.2% | +8.3% | +71.9% | +71.7% |
| YTD | +121.1% | +20.6% | +100.5% | +97.7% |
| 1Y | +112.0% | +6.5% | +105.5% | +101.0% |
| All | +34.0% | +60.6% | -26.6% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling