+66.5%
VSH vs M
+27.3%
+39.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.9% | +3.6% |
| 7D | +4.1% | +4.7% | -0.7% | +2.6% |
| 30D | -4.2% | -9.6% | +5.5% | -1.1% |
| 3M | -50.0% | +0.9% | -50.8% | -50.3% |
| 6M | +80.2% | +22.3% | +57.9% | +68.7% |
| YTD | +121.1% | +6.5% | +114.6% | +114.8% |
| 1Y | +112.0% | +38.8% | +73.2% | +89.4% |
| 3Y | +22.5% | +115.9% | -93.4% | -6.7% |
| All | +66.5% | +27.3% | +39.2% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling