+85.8%
VSH vs EL
+30.6%
+55.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -1.6% | +7.6% | -9.2% | -2.3% |
| 30D | -21.3% | +15.7% | -37.0% | -22.6% |
| 3M | -18.9% | +30.5% | -49.4% | -21.6% |
| 6M | -21.4% | +32.5% | -54.0% | -24.9% |
| YTD | +86.8% | +9.4% | +77.4% | +73.8% |
| 1Y | +85.8% | +28.4% | +57.4% | +53.5% |
| All | +85.8% | +30.6% | +55.2% | +53.5% |
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