+1,718.7%
VSH vs DTE
+3,398.4%
-1,679.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.8% |
| 7D | +4.8% | -2.6% | +7.3% | +6.1% |
| 30D | -0.7% | -4.4% | +3.7% | +1.5% |
| 3M | -43.1% | -8.3% | -34.7% | -40.7% |
| 6M | +91.8% | -8.1% | +99.9% | +98.4% |
| YTD | +131.6% | +4.4% | +127.2% | +123.8% |
| 1Y | +118.1% | +0.2% | +117.9% | +114.9% |
| 3Y | +40.9% | +42.6% | -1.7% | +13.6% |
| 5Y | +75.8% | +31.5% | +44.3% | +45.7% |
| 10Y | +193.8% | +138.2% | +55.6% | +72.3% |
| All | +1,718.7% | +3,398.4% | -1,679.8% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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