+32.1%
VSH vs RL
+250.5%
-218.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -3.5% |
| 7D | +14.3% | +2.6% | +11.8% | +12.9% |
| 30D | -7.9% | +2.9% | -10.8% | -9.0% |
| 3M | -19.9% | 0.0% | -19.9% | -19.9% |
| 6M | -30.5% | +17.1% | -47.6% | -37.7% |
| YTD | +85.7% | +10.1% | +75.5% | +71.2% |
| 1Y | +98.9% | +17.3% | +81.6% | +75.5% |
| 3Y | +32.1% | +249.3% | -217.2% | -37.3% |
| All | +32.1% | +250.5% | -218.5% | -37.3% |
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