+112.0%
VSH vs MULL
+3,061.6%
-2,949.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.8% | -7.4% | +1.5% |
| 7D | +4.1% | +17.3% | -13.2% | -0.1% |
| 30D | -4.2% | +23.5% | -27.7% | -9.7% |
| 3M | -50.0% | -24.0% | -26.0% | -50.2% |
| 6M | +80.2% | +276.7% | -196.6% | +25.7% |
| YTD | +121.1% | +565.1% | -444.0% | +36.1% |
| 1Y | +112.0% | +2,802.6% | -2,690.6% | -3.6% |
| All | +112.0% | +3,061.6% | -2,949.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling