+67.0%
VSH vs IT
-45.7%
+112.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | +3.5% | -9.1% | +12.7% | +5.4% |
| 30D | -4.4% | -12.2% | +7.8% | -2.2% |
| 3M | -45.8% | +7.8% | -53.6% | -47.9% |
| 6M | +90.1% | +2.0% | +88.2% | +83.3% |
| YTD | +120.3% | -32.7% | +153.1% | +147.9% |
| 1Y | +112.2% | -31.1% | +143.3% | +134.0% |
| 3Y | +36.6% | -52.1% | +88.7% | +77.4% |
| 5Y | +67.0% | -46.3% | +113.3% | +94.3% |
| All | +67.0% | -45.7% | +112.7% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling