+85.8%
VSH vs RL
+22.6%
+63.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | -21.3% | +7.6% | -28.9% | -23.5% |
| 3M | -18.9% | -1.5% | -17.4% | -17.7% |
| 6M | -21.4% | +12.1% | -33.5% | -25.6% |
| YTD | +86.8% | +13.9% | +72.9% | +71.0% |
| 1Y | +85.8% | +20.7% | +65.1% | +62.8% |
| All | +85.8% | +22.6% | +63.1% | +62.8% |
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