+225.7%
VSH vs TRU
+238.0%
-12.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.9% | +10.4% | +7.1% |
| 7D | +4.1% | -6.8% | +10.8% | +7.0% |
| 30D | -4.2% | 0.0% | -4.2% | -4.7% |
| 3M | -50.0% | +13.3% | -63.3% | -54.4% |
| 6M | +80.2% | +3.4% | +76.7% | +69.9% |
| YTD | +121.1% | -6.4% | +127.5% | +114.9% |
| 1Y | +112.0% | -9.7% | +121.7% | +108.1% |
| 3Y | +22.5% | +0.1% | +22.4% | +10.5% |
| 5Y | +64.0% | -34.0% | +98.1% | +80.1% |
| 10Y | +170.4% | +147.9% | +22.5% | +61.6% |
| All | +225.7% | +238.0% | -12.3% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling