+65.1%
VSH vs RVMD
+560.0%
-494.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +2.8% | -3.6% | +6.3% | +3.5% |
| 30D | -6.0% | -1.1% | -4.9% | -5.9% |
| 3M | -42.6% | +41.0% | -83.7% | -46.0% |
| 6M | +82.1% | +105.7% | -23.6% | +58.4% |
| YTD | +117.5% | +155.3% | -37.8% | +79.6% |
| 1Y | +109.0% | +402.7% | -293.7% | +50.5% |
| 3Y | +34.9% | +533.1% | -498.2% | -8.6% |
| 5Y | +65.1% | +583.5% | -518.5% | +3.3% |
| All | +65.1% | +560.0% | -494.9% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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