+100.5%
VSH vs ES
+85.7%
+14.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.5% |
| 7D | -12.9% | +1.9% | -14.8% | -13.6% |
| 30D | -36.9% | +7.1% | -43.9% | -38.4% |
| 3M | -28.8% | -1.9% | -26.8% | -28.7% |
| 6M | -30.3% | +4.4% | -34.6% | -32.0% |
| YTD | +62.4% | +7.3% | +55.0% | +56.3% |
| 1Y | +62.5% | +2.1% | +60.4% | +58.3% |
| 3Y | +7.4% | +41.8% | -34.5% | -7.6% |
| 5Y | +25.4% | +1.4% | +24.0% | +19.6% |
| All | +100.5% | +85.7% | +14.8% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling