+120.4%
VSH vs RL
+342.1%
-221.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.2% |
| 7D | +26.2% | +2.4% | +23.8% | +25.0% |
| 30D | -12.5% | +4.6% | -17.1% | -14.1% |
| 3M | -16.9% | -1.1% | -15.8% | -16.6% |
| 6M | -17.0% | +16.5% | -33.5% | -23.6% |
| YTD | +93.8% | +11.4% | +82.4% | +81.6% |
| 1Y | +99.3% | +16.1% | +83.2% | +83.0% |
| 3Y | +35.0% | +252.6% | -217.6% | -26.0% |
| 5Y | +45.8% | +244.9% | -199.1% | -21.9% |
| All | +120.4% | +342.1% | -221.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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