+18.9%
VSH vs PL
+41.8%
-23.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.6% | -4.0% |
| 7D | +26.2% | +22.3% | +4.0% | +21.5% |
| 30D | -12.5% | -8.3% | -4.2% | -10.6% |
| 3M | -16.9% | -43.3% | +26.4% | -7.7% |
| 6M | -17.0% | -65.8% | +48.9% | -0.4% |
| YTD | +93.8% | -29.5% | +123.3% | +102.3% |
| 1Y | +99.3% | +11.7% | +87.6% | +90.6% |
| 3Y | +35.0% | +540.6% | -505.6% | -13.5% |
| 5Y | +45.8% | +32.9% | +12.9% | +7.1% |
| All | +18.9% | +41.8% | -23.0% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling