+70.4%
VSH vs RVMD
+634.9%
-564.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | +6.2% | -1.2% | +7.4% | +6.5% |
| 30D | -11.1% | +1.1% | -12.2% | -11.4% |
| 3M | -44.9% | +39.6% | -84.5% | -48.4% |
| 6M | +90.0% | +110.7% | -20.7% | +60.9% |
| YTD | +118.8% | +160.3% | -41.5% | +74.8% |
| 1Y | +109.0% | +404.9% | -295.9% | +43.9% |
| 3Y | +35.6% | +545.5% | -509.8% | -14.4% |
| 5Y | +66.7% | +584.7% | -518.0% | -3.8% |
| All | +70.4% | +634.9% | -564.5% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling