+63.4%
VSH vs RSG
+19.5%
+43.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -3.6% |
| 7D | -13.6% | +5.1% | -18.8% | -6.7% |
| 30D | -30.4% | +15.3% | -45.7% | -14.4% |
| 3M | -33.3% | +18.6% | -51.8% | -15.1% |
| 6M | -15.1% | +19.5% | -34.6% | +10.1% |
| YTD | +80.2% | +17.2% | +63.0% | +128.0% |
| 1Y | +63.4% | +19.6% | +43.8% | +107.8% |
| All | +63.4% | +19.5% | +43.8% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling