-28.8%
VSH vs S
+7.8%
-36.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.3% |
| 7D | -12.9% | -13.4% | +0.5% | -10.5% |
| 30D | -36.9% | -14.0% | -22.9% | -35.5% |
| 3M | -28.8% | +4.9% | -33.6% | -24.8% |
| All | -28.8% | +7.8% | -36.5% | -24.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling