+112.2%
VSH vs S
+5.0%
+107.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.5% | -1.2% | +4.7% | +3.7% |
| 30D | -4.4% | -12.6% | +8.2% | -2.8% |
| 3M | -45.8% | +27.6% | -73.4% | -48.5% |
| 6M | +90.1% | +35.5% | +54.7% | +78.7% |
| YTD | +120.3% | +29.6% | +90.7% | +109.5% |
| 1Y | +112.2% | +8.1% | +104.1% | +117.7% |
| All | +112.2% | +5.0% | +107.2% | +117.7% |
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