+99.3%
VSH vs RL
+17.3%
+82.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.2% |
| 7D | +26.2% | +2.4% | +23.8% | +24.8% |
| 30D | -12.5% | +4.6% | -17.1% | -13.7% |
| 3M | -16.9% | -1.1% | -15.8% | -15.8% |
| 6M | -17.0% | +16.5% | -33.5% | -23.3% |
| YTD | +93.8% | +11.4% | +82.4% | +79.4% |
| 1Y | +99.3% | +16.1% | +83.2% | +79.1% |
| All | +99.3% | +17.3% | +82.1% | +79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling