+107.8%
VSH vs MULL
+2,337.2%
-2,229.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.4% |
| 7D | +4.8% | -8.4% | +13.2% | +7.0% |
| 30D | -0.7% | +9.7% | -10.4% | -3.9% |
| 3M | -43.1% | -26.8% | -16.3% | -42.2% |
| 6M | +91.8% | +220.7% | -128.9% | +27.6% |
| YTD | +131.6% | +509.0% | -377.4% | +27.2% |
| 1Y | +118.1% | +1,739.5% | -1,621.4% | -15.7% |
| All | +107.8% | +2,337.2% | -2,229.4% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling