+1,101.8%
VSH vs M
+439.9%
+661.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | +12.8% | -3.3% | +16.1% | +14.3% |
| 30D | -9.0% | +8.1% | -17.1% | -11.5% |
| 3M | -12.2% | +2.2% | -14.4% | -13.3% |
| 6M | -15.9% | +35.1% | -51.1% | -24.4% |
| YTD | +103.2% | +15.8% | +87.4% | +91.0% |
| 1Y | +108.4% | +25.8% | +82.6% | +90.4% |
| 3Y | +41.6% | +156.2% | -114.7% | -1.4% |
| 5Y | +54.6% | -2.4% | +56.9% | +34.4% |
| 10Y | +138.2% | -7.1% | +145.3% | +63.5% |
| All | +1,101.8% | +439.9% | +661.9% | +296.6% |
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