+31.7%
VSH vs EL
+1.5%
+30.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.8% | +10.6% | +12.5% |
| 7D | +3.5% | +8.0% | -4.5% | +1.1% |
| 30D | -22.4% | +15.4% | -37.8% | -26.1% |
| 3M | -25.2% | +28.5% | -53.7% | -31.9% |
| 6M | -22.5% | +32.2% | -54.8% | -30.9% |
| YTD | +84.2% | +9.2% | +75.0% | +72.0% |
| 1Y | +87.1% | +30.8% | +56.3% | +61.5% |
| 3Y | +31.7% | +3.7% | +28.0% | +6.4% |
| All | +31.7% | +1.5% | +30.1% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling