+1,618.0%
VSH vs RRX
+3,925.9%
-2,307.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.3% |
| 7D | +6.2% | +4.3% | +1.9% | +3.9% |
| 30D | -11.1% | -8.0% | -3.1% | -7.0% |
| 3M | -44.9% | -22.0% | -22.9% | -36.2% |
| 6M | +90.0% | -11.9% | +101.9% | +105.5% |
| YTD | +118.8% | +17.1% | +101.7% | +102.2% |
| 1Y | +109.0% | +14.9% | +94.1% | +94.7% |
| 3Y | +35.6% | +6.9% | +28.8% | +27.0% |
| 5Y | +66.7% | +19.6% | +47.2% | +43.2% |
| 10Y | +167.9% | +215.9% | -48.0% | +42.7% |
| All | +1,618.0% | +3,925.9% | -2,307.9% | +429.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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