+34.0%
VSH vs S
+16.9%
+17.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +4.1% | -7.7% | +11.8% | +6.3% |
| 30D | -4.2% | -5.3% | +1.2% | -3.3% |
| 3M | -50.0% | +20.3% | -70.2% | -53.3% |
| 6M | +80.2% | +47.4% | +32.8% | +56.1% |
| YTD | +121.1% | +32.5% | +88.6% | +96.7% |
| 1Y | +112.0% | +9.5% | +102.5% | +100.4% |
| All | +34.0% | +16.9% | +17.1% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling