+39.9%
VSH vs TRU
-26.5%
+66.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +14.3% | 0.0% | +14.3% | +14.4% |
| 30D | -7.9% | +21.3% | -29.2% | -14.7% |
| 3M | -19.9% | +0.2% | -20.1% | -21.3% |
| 6M | -30.5% | +22.4% | -52.9% | -38.5% |
| YTD | +85.7% | -4.8% | +90.5% | +79.2% |
| 1Y | +98.9% | -0.2% | +99.1% | +87.6% |
| 3Y | +32.1% | +57.9% | -25.8% | +3.9% |
| All | +39.9% | -26.5% | +66.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling