+269.6%
VSH vs MKTX
+1,445.1%
-1,175.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.5% | +0.3% | +3.3% | +3.5% |
| 30D | -4.4% | +1.0% | -5.3% | -4.6% |
| 3M | -45.8% | +40.8% | -86.6% | -51.2% |
| 6M | +90.1% | -10.9% | +101.0% | +93.0% |
| YTD | +120.3% | -8.6% | +128.9% | +121.3% |
| 1Y | +112.2% | -11.6% | +123.8% | +114.2% |
| 3Y | +36.6% | -24.5% | +61.1% | +38.9% |
| 5Y | +67.0% | -60.7% | +127.7% | +100.1% |
| 10Y | +179.5% | +5.1% | +174.3% | +133.1% |
| All | +269.6% | +1,445.1% | -1,175.5% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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