+179.5%
VSH vs EL
+28.8%
+150.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +2.0% |
| 7D | +3.5% | -2.4% | +5.9% | +4.6% |
| 30D | -4.4% | +13.7% | -18.0% | -10.8% |
| 3M | -45.8% | +14.5% | -60.3% | -49.8% |
| 6M | +90.1% | +7.4% | +82.7% | +78.0% |
| YTD | +120.3% | -4.7% | +125.0% | +113.7% |
| 1Y | +112.2% | +12.9% | +99.3% | +88.5% |
| 3Y | +36.6% | -32.2% | +68.8% | +42.2% |
| 5Y | +67.0% | -68.4% | +135.4% | +159.3% |
| 10Y | +179.5% | +28.3% | +151.2% | +114.7% |
| All | +179.5% | +28.8% | +150.6% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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