-23.8%
VSH vs S
+43.8%
-67.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +8.0% | +5.4% | +11.5% |
| 7D | +3.5% | +1.6% | +1.9% | +3.2% |
| 30D | -22.4% | -10.5% | -11.9% | -22.0% |
| 3M | -25.2% | +9.9% | -35.1% | -24.7% |
| All | -23.8% | +43.8% | -67.6% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling