+29.8%
VSH vs S
-48.9%
+78.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +8.0% | +5.4% | +11.9% |
| 7D | +3.5% | +1.6% | +1.9% | +3.5% |
| 30D | -22.4% | -10.5% | -11.9% | -20.7% |
| 3M | -25.2% | +9.9% | -35.1% | -26.8% |
| 6M | -22.5% | +41.8% | -64.3% | -28.1% |
| YTD | +84.2% | +56.8% | +27.4% | +66.2% |
| 1Y | +87.1% | +39.0% | +48.1% | +72.4% |
| 3Y | +31.7% | +53.8% | -22.2% | +18.7% |
| 5Y | +42.6% | -68.6% | +111.2% | +38.8% |
| All | +29.8% | -48.9% | +78.6% | +25.2% |
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