+30.1%
VSH vs IT
-53.1%
+83.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | -1.6% | -7.5% | +5.9% | -1.5% |
| 30D | -21.3% | -1.2% | -20.1% | -21.9% |
| 3M | -18.9% | -2.2% | -16.7% | -19.6% |
| 6M | -21.4% | +19.1% | -40.5% | -23.5% |
| YTD | +86.8% | -25.1% | +112.0% | +109.6% |
| 1Y | +85.8% | -17.4% | +103.1% | +99.3% |
| 3Y | +30.1% | -54.1% | +84.2% | +85.3% |
| All | +30.1% | -53.1% | +83.2% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling