+179.5%
VSH vs USFR
+28.6%
+150.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +12.8% | +0.1% | +12.7% | +12.7% |
| 30D | -9.0% | +0.4% | -9.4% | -9.1% |
| 3M | -12.2% | +1.1% | -13.3% | -12.5% |
| 6M | -15.9% | +2.1% | -18.0% | -16.4% |
| YTD | +103.2% | +3.4% | +99.8% | +101.1% |
| 1Y | +108.4% | +4.1% | +104.3% | +105.8% |
| 3Y | +41.6% | +14.4% | +27.1% | +35.5% |
| 5Y | +54.6% | +21.4% | +33.1% | +44.7% |
| 10Y | +138.2% | +28.5% | +109.6% | +119.9% |
| All | +179.5% | +28.6% | +150.9% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling