+428.6%
VSH vs RSG
+2,005.0%
-1,576.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | +6.2% | -0.7% | +7.0% | +6.5% |
| 30D | -11.1% | +3.3% | -14.4% | -12.5% |
| 3M | -44.9% | +8.5% | -53.4% | -47.5% |
| 6M | +90.0% | -3.5% | +93.5% | +88.7% |
| YTD | +118.8% | +5.5% | +113.3% | +108.6% |
| 1Y | +109.0% | -1.7% | +110.7% | +104.6% |
| 3Y | +35.6% | +56.9% | -21.3% | +6.3% |
| 5Y | +66.7% | +89.4% | -22.7% | +18.9% |
| 10Y | +167.9% | +412.5% | -244.6% | +27.6% |
| All | +428.6% | +2,005.0% | -1,576.4% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling