+118.1%
VSH vs RSG
-1.5%
+119.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.4% | +7.0% |
| 7D | +4.8% | 0.0% | +4.8% | +4.7% |
| 30D | -0.7% | +4.0% | -4.7% | +4.3% |
| 3M | -43.1% | +7.4% | -50.4% | -37.5% |
| 6M | +91.8% | +0.1% | +91.7% | +103.2% |
| YTD | +131.6% | +6.0% | +125.6% | +151.7% |
| 1Y | +118.1% | -3.0% | +121.1% | +135.5% |
| All | +118.1% | -1.5% | +119.6% | +135.5% |
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