+204.0%
VSH vs USFR
+27.5%
+176.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -4.2% | +0.3% | -4.5% | -4.2% |
| 3M | -50.0% | +1.0% | -51.0% | -50.1% |
| 6M | +80.2% | +1.9% | +78.2% | +79.1% |
| YTD | +121.1% | +2.6% | +118.5% | +119.3% |
| 1Y | +112.0% | +4.0% | +108.0% | +109.3% |
| 3Y | +22.5% | +14.1% | +8.4% | +17.3% |
| 5Y | +64.0% | +20.4% | +43.6% | +53.9% |
| 10Y | +170.4% | +28.0% | +142.4% | +150.0% |
| All | +204.0% | +27.5% | +176.5% | +175.6% |
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