+35.6%
VSH vs PL
+84.9%
-49.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.7% |
| 7D | +4.1% | -9.3% | +13.4% | +5.8% |
| 30D | -4.2% | -18.9% | +14.8% | -0.5% |
| 3M | -50.0% | -58.4% | +8.4% | -42.3% |
| 6M | +80.2% | -30.3% | +110.5% | +88.3% |
| YTD | +121.1% | -8.1% | +129.2% | +119.0% |
| 1Y | +112.0% | +180.5% | -68.5% | +68.7% |
| 3Y | +22.5% | +444.1% | -421.6% | -21.0% |
| 5Y | +64.0% | +83.0% | -19.0% | +11.8% |
| All | +35.6% | +84.9% | -49.3% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling