+63.4%
VSH vs PL
-0.6%
+64.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.4% | +1.3% | -3.4% |
| 7D | -13.6% | -11.7% | -1.9% | -10.7% |
| 30D | -30.4% | -27.1% | -3.2% | -24.7% |
| 3M | -33.3% | -44.6% | +11.3% | -23.6% |
| 6M | -15.1% | -67.2% | +52.1% | +4.2% |
| YTD | +80.2% | -35.9% | +116.1% | +107.2% |
| 1Y | +63.4% | -0.4% | +63.8% | +77.7% |
| All | +63.4% | -0.6% | +64.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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