+237.4%
VSH vs EL
+1,685.7%
-1,448.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.5% | +3.1% |
| 7D | +4.1% | +0.8% | +3.3% | +3.7% |
| 30D | -4.2% | +19.8% | -24.0% | -12.5% |
| 3M | -50.0% | +25.7% | -75.7% | -55.5% |
| 6M | +80.2% | +5.4% | +74.7% | +70.3% |
| YTD | +121.1% | +0.2% | +120.9% | +109.8% |
| 1Y | +112.0% | +20.4% | +91.6% | +84.2% |
| 3Y | +22.5% | -32.1% | +54.7% | +27.7% |
| 5Y | +64.0% | -67.2% | +131.2% | +131.4% |
| 10Y | +170.4% | +31.7% | +138.6% | +100.7% |
| All | +237.4% | +1,685.7% | -1,448.3% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling