+63.4%
VSH vs M
+36.6%
+26.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.6% | -12.7% | -7.4% |
| 7D | -13.6% | +8.3% | -21.9% | -15.9% |
| 30D | -30.4% | +14.2% | -44.5% | -33.7% |
| 3M | -33.3% | -1.1% | -32.2% | -33.0% |
| 6M | -15.1% | +36.6% | -51.7% | -24.6% |
| YTD | +80.2% | +19.8% | +60.4% | +64.1% |
| 1Y | +63.4% | +37.2% | +26.2% | +40.3% |
| All | +63.4% | +36.6% | +26.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling