+7.4%
VSH vs ES
+46.3%
-38.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.1% |
| 7D | -12.9% | +1.9% | -14.8% | -13.3% |
| 30D | -36.9% | +7.1% | -43.9% | -37.8% |
| 3M | -28.8% | -1.9% | -26.8% | -28.6% |
| 6M | -30.3% | +4.4% | -34.6% | -31.6% |
| YTD | +62.4% | +7.3% | +55.0% | +57.2% |
| 1Y | +62.5% | +2.1% | +60.4% | +58.7% |
| 3Y | +7.4% | +41.8% | -34.5% | -10.9% |
| All | +7.4% | +46.3% | -38.9% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling