+35.6%
VSH vs IT
-51.4%
+87.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | -0.5% |
| 7D | +6.2% | -9.1% | +15.3% | +6.9% |
| 30D | -11.1% | -7.0% | -4.1% | -10.8% |
| 3M | -44.9% | +7.6% | -52.5% | -45.2% |
| 6M | +90.0% | +2.1% | +87.8% | +89.7% |
| YTD | +118.8% | -31.6% | +150.4% | +147.0% |
| 1Y | +109.0% | -29.9% | +138.9% | +132.0% |
| 3Y | +35.6% | -51.3% | +86.9% | +92.8% |
| All | +35.6% | -51.4% | +87.0% | +92.8% |
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