+159.2%
VSH vs RL
+1,476.5%
-1,317.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.3% |
| 7D | -12.9% | -4.2% | -8.8% | -11.2% |
| 30D | -36.9% | +4.3% | -41.1% | -38.0% |
| 3M | -28.8% | -4.6% | -24.2% | -27.6% |
| 6M | -30.3% | +1.7% | -32.0% | -31.5% |
| YTD | +62.4% | +7.3% | +55.0% | +55.5% |
| 1Y | +62.5% | +20.8% | +41.7% | +47.9% |
| 3Y | +7.4% | +247.0% | -239.6% | -37.7% |
| 5Y | +25.4% | +225.5% | -200.0% | -27.4% |
| 10Y | +102.6% | +363.0% | -260.4% | -7.3% |
| All | +159.2% | +1,476.5% | -1,317.3% | -30.6% |
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