+36.7%
VSH vs Q
+66.4%
-29.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +0.6% |
| 7D | -12.9% | +0.3% | -13.2% | -12.5% |
| 30D | -36.9% | -9.8% | -27.1% | -30.7% |
| 3M | -28.8% | -12.2% | -16.5% | -20.2% |
| 6M | -30.3% | -21.6% | -8.7% | -14.6% |
| YTD | +62.4% | +43.6% | +18.8% | +43.1% |
| 1Y | +62.5% | +25.7% | +36.8% | +48.5% |
| All | +36.7% | +66.4% | -29.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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