+597.1%
VSH vs IT
+6,324.9%
-5,727.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +8.1% |
| 7D | +12.8% | -6.8% | +19.6% | +15.5% |
| 30D | -9.0% | -0.6% | -8.5% | -10.1% |
| 3M | -12.2% | +3.1% | -15.2% | -15.6% |
| 6M | -15.9% | +25.5% | -41.4% | -27.5% |
| YTD | +103.2% | -23.5% | +126.7% | +101.9% |
| 1Y | +108.4% | -16.6% | +125.1% | +100.8% |
| 3Y | +41.6% | -53.1% | +94.7% | +63.6% |
| 5Y | +54.6% | -41.4% | +96.0% | +63.5% |
| 10Y | +138.2% | +90.9% | +47.2% | +66.1% |
| All | +597.1% | +6,324.9% | -5,727.8% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling