+111.1%
VSH vs IT
+90.0%
+21.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +14.3% | +1.1% | +13.3% | +14.0% |
| 30D | -7.9% | -1.8% | -6.0% | -8.9% |
| 3M | -19.9% | +4.8% | -24.7% | -23.8% |
| 6M | -30.5% | +33.0% | -63.5% | -42.6% |
| YTD | +85.7% | -23.8% | +109.5% | +92.0% |
| 1Y | +98.9% | -16.5% | +115.5% | +95.8% |
| 3Y | +32.1% | -53.6% | +85.7% | +72.2% |
| 5Y | +39.7% | -42.1% | +81.8% | +56.4% |
| All | +111.1% | +90.0% | +21.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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