+116.6%
VSH vs ES
+82.6%
+34.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.5% | +13.9% | +13.6% |
| 7D | +3.5% | -0.1% | +3.6% | +3.3% |
| 30D | -22.4% | +5.7% | -28.1% | -24.1% |
| 3M | -25.2% | -2.8% | -22.4% | -25.0% |
| 6M | -22.5% | +7.0% | -29.5% | -25.1% |
| YTD | +84.2% | +6.8% | +77.4% | +77.5% |
| 1Y | +87.1% | -0.5% | +87.5% | +83.7% |
| 3Y | +31.7% | +47.2% | -15.5% | +11.6% |
| 5Y | +42.6% | +2.3% | +40.3% | +35.5% |
| 10Y | +116.6% | +85.6% | +30.9% | +106.8% |
| All | +116.6% | +82.6% | +34.0% | +106.8% |
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