+1,207.4%
VSH vs M
+396.5%
+810.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.9% | +3.6% |
| 7D | +4.1% | +4.7% | -0.7% | +2.5% |
| 30D | -4.2% | -9.6% | +5.5% | -1.0% |
| 3M | -50.0% | +0.9% | -50.8% | -50.3% |
| 6M | +80.2% | +22.3% | +57.9% | +68.1% |
| YTD | +121.1% | +6.5% | +114.6% | +114.5% |
| 1Y | +112.0% | +38.8% | +73.2% | +88.2% |
| 3Y | +22.5% | +115.9% | -93.4% | -9.6% |
| 5Y | +64.0% | +28.6% | +35.4% | +29.2% |
| 10Y | +170.4% | -2.5% | +172.9% | +82.1% |
| All | +1,207.4% | +396.5% | +810.9% | +345.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling