+112.2%
VSH vs EL
+12.1%
+100.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.2% |
| 7D | +3.5% | -2.4% | +5.9% | +4.0% |
| 30D | -4.4% | +13.7% | -18.0% | -6.8% |
| 3M | -45.8% | +14.5% | -60.3% | -47.2% |
| 6M | +90.1% | +7.4% | +82.7% | +84.7% |
| YTD | +120.3% | -4.7% | +125.0% | +112.7% |
| 1Y | +112.2% | +12.9% | +99.3% | +89.0% |
| All | +112.2% | +12.1% | +100.1% | +89.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling