+564.8%
VSH vs IT
+6,253.0%
-5,688.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.3% |
| 7D | +26.2% | -3.7% | +29.9% | +27.7% |
| 30D | -12.5% | -3.1% | -9.4% | -12.8% |
| 3M | -16.9% | +6.3% | -23.2% | -20.9% |
| 6M | -17.0% | +24.8% | -41.7% | -28.3% |
| YTD | +93.8% | -24.4% | +118.2% | +93.2% |
| 1Y | +99.3% | -17.1% | +116.4% | +92.3% |
| 3Y | +35.0% | -53.6% | +88.6% | +56.6% |
| 5Y | +45.8% | -42.5% | +88.3% | +55.2% |
| 10Y | +127.1% | +88.8% | +38.3% | +59.0% |
| All | +564.8% | +6,253.0% | -5,688.2% | +86.1% |
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