+24.9%
VSH vs PL
+20.8%
+4.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.4% | -4.7% | +3.7% |
| 7D | -12.9% | -6.8% | -6.1% | -11.5% |
| 30D | -36.9% | -29.3% | -7.6% | -32.4% |
| 3M | -28.8% | -44.8% | +16.0% | -20.3% |
| 6M | -30.3% | -68.4% | +38.1% | -15.2% |
| YTD | +62.4% | -36.4% | +98.7% | +72.7% |
| 1Y | +62.5% | +0.7% | +61.8% | +58.4% |
| 3Y | +7.4% | +455.3% | -447.9% | -29.4% |
| All | +24.9% | +20.8% | +4.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling