+121.2%
VSH vs GEN
+151.0%
-29.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | -21.3% | +29.1% | -50.4% | -27.1% |
| 3M | -18.9% | +2.9% | -21.8% | -20.7% |
| 6M | -21.4% | +33.6% | -55.0% | -29.7% |
| YTD | +86.8% | +12.0% | +74.8% | +74.8% |
| 1Y | +85.8% | +16.2% | +69.6% | +71.7% |
| 3Y | +30.1% | +65.1% | -34.9% | +8.2% |
| 5Y | +42.8% | +33.3% | +9.5% | +23.1% |
| 10Y | +121.2% | +149.7% | -28.4% | +48.4% |
| All | +121.2% | +151.0% | -29.7% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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