+118.1%
VSH vs RRC
+60.0%
+58.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.2% | +13.4% |
| 7D | +3.5% | -10.3% | +13.8% | +5.8% |
| 30D | -22.4% | +19.5% | -41.9% | -25.3% |
| 3M | -25.2% | +27.9% | -53.1% | -29.1% |
| 6M | -22.5% | +21.2% | -43.7% | -26.2% |
| YTD | +84.2% | +39.6% | +44.6% | +69.7% |
| 1Y | +87.1% | +31.3% | +55.8% | +74.2% |
| 3Y | +31.7% | +51.9% | -20.3% | +18.4% |
| 5Y | +42.6% | +110.2% | -67.6% | +14.8% |
| All | +118.1% | +60.0% | +58.1% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling