+34.0%
VSH vs RL
+214.6%
-180.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.2% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | -4.2% | -7.8% | +3.6% | 0.0% |
| 3M | -50.0% | -4.0% | -46.0% | -49.2% |
| 6M | +80.2% | -1.9% | +82.1% | +78.8% |
| YTD | +121.1% | -0.2% | +121.3% | +116.0% |
| 1Y | +112.0% | +10.7% | +101.3% | +93.4% |
| All | +34.0% | +214.6% | -180.6% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling