+55.2%
VSH vs S
-57.7%
+113.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | -4.4% | -12.6% | +8.2% | -2.3% |
| 3M | -45.8% | +27.6% | -73.4% | -48.7% |
| 6M | +90.1% | +35.5% | +54.7% | +77.3% |
| YTD | +120.3% | +29.6% | +90.7% | +106.1% |
| 1Y | +112.2% | +8.1% | +104.1% | +105.0% |
| 3Y | +36.6% | +14.8% | +21.8% | +29.2% |
| 5Y | +67.0% | -70.6% | +137.6% | +67.5% |
| All | +55.2% | -57.7% | +113.0% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling