+253.0%
VSH vs RL
+1,366.2%
-1,113.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.6% |
| 7D | +4.1% | -0.8% | +4.9% | +4.4% |
| 30D | -4.2% | -7.8% | +3.6% | -1.1% |
| 3M | -50.0% | -4.0% | -46.0% | -49.3% |
| 6M | +80.2% | -1.9% | +82.1% | +80.1% |
| YTD | +121.1% | -0.2% | +121.3% | +118.8% |
| 1Y | +112.0% | +10.7% | +101.3% | +100.7% |
| 3Y | +22.5% | +210.8% | -188.2% | -25.5% |
| 5Y | +64.0% | +238.2% | -174.2% | -6.9% |
| 10Y | +170.4% | +313.4% | -143.0% | +29.8% |
| All | +253.0% | +1,366.2% | -1,113.2% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling