+32.1%
VSH vs S
+41.6%
-9.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +14.3% | +2.0% | +12.4% | +14.0% |
| 30D | -7.9% | -2.7% | -5.1% | -6.7% |
| 3M | -19.9% | -6.9% | -13.0% | -18.5% |
| 6M | -30.5% | +38.1% | -68.6% | -37.7% |
| YTD | +85.7% | +48.0% | +37.7% | +60.5% |
| 1Y | +98.9% | +34.5% | +64.5% | +76.9% |
| 3Y | +32.1% | +38.3% | -6.2% | +20.1% |
| All | +32.1% | +41.6% | -9.5% | +20.1% |
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