+65.6%
VSH vs RSG
+89.5%
-23.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.0% |
| 7D | +3.1% | -1.8% | +4.9% | +3.1% |
| 30D | -5.7% | +2.8% | -8.5% | -5.8% |
| 3M | -42.5% | +4.3% | -46.8% | -42.7% |
| 6M | +82.7% | -0.5% | +83.2% | +83.4% |
| YTD | +118.2% | +5.2% | +113.0% | +115.3% |
| 1Y | +109.7% | -2.1% | +111.8% | +111.0% |
| 3Y | +35.3% | +56.5% | -21.2% | +11.1% |
| 5Y | +65.6% | +89.5% | -23.9% | +24.0% |
| All | +65.6% | +89.5% | -23.9% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling