+112.0%
VSH vs S
+10.1%
+101.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.4% |
| 7D | +4.1% | -7.7% | +11.8% | +5.2% |
| 30D | -4.2% | -5.3% | +1.2% | -3.7% |
| 3M | -50.0% | +20.3% | -70.2% | -51.7% |
| 6M | +80.2% | +47.4% | +32.8% | +66.5% |
| YTD | +121.1% | +32.5% | +88.6% | +109.3% |
| 1Y | +112.0% | +9.5% | +102.5% | +116.9% |
| All | +112.0% | +10.1% | +101.9% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling