+44.6%
VSH vs USFR
+14.3%
+30.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +12.8% | +0.1% | +12.7% | +13.4% |
| 30D | -9.0% | +0.4% | -9.4% | -6.6% |
| 3M | -12.2% | +1.1% | -13.3% | -5.5% |
| 6M | -15.9% | +2.1% | -18.0% | -5.3% |
| YTD | +103.2% | +3.4% | +99.8% | +130.2% |
| 1Y | +108.4% | +4.1% | +104.3% | +134.5% |
| All | +44.6% | +14.3% | +30.3% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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