+860.1%
VSH vs M
+401.4%
+458.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +7.2% |
| 7D | -12.9% | -4.3% | -8.7% | -11.9% |
| 30D | -36.9% | +1.3% | -38.1% | -37.4% |
| 3M | -28.8% | -7.4% | -21.4% | -27.5% |
| 6M | -30.3% | +18.3% | -48.6% | -34.7% |
| YTD | +62.4% | +7.6% | +54.8% | +56.1% |
| 1Y | +62.5% | +17.4% | +45.1% | +51.6% |
| 3Y | +7.4% | +108.4% | -101.0% | -20.2% |
| 5Y | +25.4% | -10.6% | +36.0% | +12.0% |
| 10Y | +102.6% | -3.2% | +105.8% | +36.2% |
| All | +860.1% | +401.4% | +458.7% | +224.1% |
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