+97.6%
VSH vs MULL
+2,620.5%
-2,522.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.7% |
| 7D | +3.5% | +14.8% | -11.2% | -0.2% |
| 30D | -4.4% | +36.6% | -40.9% | -12.5% |
| 3M | -45.8% | -8.9% | -36.9% | -47.9% |
| 6M | +90.1% | +311.9% | -221.8% | +18.9% |
| YTD | +120.3% | +579.8% | -459.5% | +17.8% |
| 1Y | +112.2% | +2,421.5% | -2,309.3% | -24.8% |
| All | +97.6% | +2,620.5% | -2,522.8% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling