+167.9%
VSH vs ES
+85.1%
+82.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.2% |
| 7D | +6.2% | +1.4% | +4.8% | +5.8% |
| 30D | -11.1% | -1.2% | -10.0% | -10.9% |
| 3M | -44.9% | +5.0% | -49.9% | -46.0% |
| 6M | +90.0% | -2.8% | +92.8% | +90.3% |
| YTD | +118.8% | +8.6% | +110.2% | +110.9% |
| 1Y | +109.0% | +18.9% | +90.0% | +94.3% |
| 3Y | +35.6% | +32.1% | +3.5% | +19.7% |
| 5Y | +66.7% | -5.1% | +71.8% | +63.2% |
| 10Y | +167.9% | +84.2% | +83.8% | +146.8% |
| All | +167.9% | +85.1% | +82.8% | +146.8% |
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