+42.6%
VSH vs EL
-65.0%
+107.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.8% | +10.6% | +12.5% |
| 7D | +3.5% | +8.0% | -4.5% | +1.0% |
| 30D | -22.4% | +15.4% | -37.8% | -26.2% |
| 3M | -25.2% | +28.5% | -53.7% | -32.2% |
| 6M | -22.5% | +32.2% | -54.8% | -31.2% |
| YTD | +84.2% | +9.2% | +75.0% | +71.6% |
| 1Y | +87.1% | +30.8% | +56.3% | +62.0% |
| 3Y | +31.7% | +3.7% | +28.0% | +13.9% |
| 5Y | +42.6% | -64.8% | +107.4% | +88.8% |
| All | +42.6% | -65.0% | +107.6% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling