+174.9%
VSH vs IT
+92.9%
+82.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +2.8% | -12.7% | +15.5% | +7.5% |
| 30D | -6.0% | -8.9% | +2.9% | -3.7% |
| 3M | -42.6% | +10.1% | -52.8% | -47.4% |
| 6M | +82.1% | +7.3% | +74.8% | +65.4% |
| YTD | +117.5% | -32.4% | +149.9% | +140.5% |
| 1Y | +109.0% | -26.6% | +135.6% | +119.4% |
| 3Y | +34.9% | -51.8% | +86.7% | +70.9% |
| 5Y | +65.1% | -45.6% | +110.7% | +90.5% |
| All | +174.9% | +92.9% | +82.0% | +57.0% |
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