+192.7%
VSH vs RSG
+428.9%
-236.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.4% | +5.8% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | -0.7% | +4.0% | -4.7% | -2.7% |
| 3M | -43.1% | +7.4% | -50.4% | -46.0% |
| 6M | +91.8% | +0.1% | +91.7% | +87.3% |
| YTD | +131.6% | +6.0% | +125.6% | +117.4% |
| 1Y | +118.1% | -3.0% | +121.1% | +115.1% |
| 3Y | +40.9% | +56.5% | -15.6% | -4.2% |
| 5Y | +75.8% | +90.9% | -15.2% | -0.9% |
| All | +192.7% | +428.9% | -236.2% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling