+1.6%
VSH vs PL
+403.1%
-401.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -10.1% | -4.7% | -12.6% |
| 7D | -25.2% | -20.5% | -4.6% | -21.2% |
| 30D | -41.8% | -38.8% | -3.0% | -35.3% |
| 3M | -33.4% | -49.1% | +15.7% | -23.4% |
| 6M | -31.0% | -69.4% | +38.3% | -14.1% |
| YTD | +53.6% | -42.3% | +95.9% | +68.0% |
| 1Y | +46.3% | -14.2% | +60.5% | +47.3% |
| All | +1.6% | +403.1% | -401.5% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling