+63.4%
VSH vs ES
-1.6%
+65.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.1% | -7.1% | -4.6% |
| 7D | -13.6% | +5.3% | -19.0% | -12.8% |
| 30D | -30.4% | +8.9% | -39.3% | -29.3% |
| 3M | -33.3% | -1.9% | -31.3% | -32.7% |
| 6M | -15.1% | +3.9% | -18.9% | -15.1% |
| YTD | +80.2% | +8.3% | +72.0% | +76.9% |
| 1Y | +63.4% | -0.1% | +63.5% | +62.5% |
| All | +63.4% | -1.6% | +65.0% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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