+14.4%
VSH vs S
-52.7%
+67.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.4% |
| 7D | -12.9% | -13.4% | +0.5% | -10.5% |
| 30D | -36.9% | -14.0% | -22.9% | -35.0% |
| 3M | -28.8% | +4.9% | -33.6% | -29.7% |
| 6M | -30.3% | +42.0% | -72.3% | -35.4% |
| YTD | +62.4% | +45.1% | +17.2% | +48.5% |
| 1Y | +62.5% | +33.1% | +29.5% | +50.8% |
| 3Y | +7.4% | +40.6% | -33.2% | -1.7% |
| 5Y | +25.4% | -67.5% | +92.9% | +23.4% |
| All | +14.4% | -52.7% | +67.1% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling