+179.5%
VSH vs RL
+297.6%
-118.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +2.3% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -4.4% | -17.5% | +13.1% | +4.6% |
| 3M | -45.8% | -14.0% | -31.8% | -42.1% |
| 6M | +90.1% | -2.0% | +92.1% | +89.7% |
| YTD | +120.3% | -4.6% | +124.9% | +122.1% |
| 1Y | +112.2% | +9.5% | +102.7% | +100.2% |
| 3Y | +36.6% | +200.5% | -163.9% | -19.3% |
| 5Y | +67.0% | +226.3% | -159.2% | -8.5% |
| 10Y | +179.5% | +304.8% | -125.3% | +34.9% |
| All | +179.5% | +297.6% | -118.1% | +34.9% |
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