+34.0%
VSH vs RSG
+57.5%
-23.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.9% |
| 7D | +3.5% | 0.0% | +3.6% | +3.5% |
| 30D | -4.4% | +3.7% | -8.0% | -2.9% |
| 3M | -45.8% | +6.2% | -52.0% | -44.4% |
| 6M | +90.1% | -2.8% | +92.9% | +95.2% |
| YTD | +120.3% | +5.9% | +114.4% | +125.2% |
| 1Y | +112.2% | -1.8% | +114.0% | +118.7% |
| All | +34.0% | +57.5% | -23.5% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling