+98.9%
VSH vs EL
+23.3%
+75.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.4% |
| 7D | +14.3% | +1.5% | +12.8% | +14.1% |
| 30D | -7.9% | +10.0% | -17.9% | -8.7% |
| 3M | -19.9% | +28.4% | -48.3% | -22.3% |
| 6M | -30.5% | +37.1% | -67.6% | -33.9% |
| YTD | +85.7% | +7.8% | +77.8% | +73.6% |
| 1Y | +98.9% | +26.0% | +72.9% | +66.8% |
| All | +98.9% | +23.3% | +75.6% | +66.8% |
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