+42.6%
VSH vs DRI
+76.5%
-33.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.5% | +11.9% | +12.8% |
| 7D | +3.5% | +3.1% | +0.4% | +2.1% |
| 30D | -22.4% | +16.2% | -38.7% | -27.4% |
| 3M | -25.2% | +8.4% | -33.5% | -28.3% |
| 6M | -22.5% | +19.0% | -41.5% | -30.1% |
| YTD | +84.2% | +28.8% | +55.4% | +57.6% |
| 1Y | +87.1% | +33.1% | +53.9% | +57.0% |
| 3Y | +31.7% | +70.8% | -39.1% | -3.9% |
| 5Y | +42.6% | +74.2% | -31.7% | +0.2% |
| All | +42.6% | +76.5% | -33.9% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling