+46.9%
XEL vs VSH
+35.1%
+11.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +0.9% | +3.5% | -2.6% | +0.9% |
| 30D | -0.9% | -4.4% | +3.5% | -0.8% |
| 3M | -1.4% | -45.8% | +44.4% | -0.8% |
| 6M | -5.8% | +90.1% | -96.0% | -8.1% |
| YTD | +4.7% | +120.3% | -115.6% | +1.8% |
| 1Y | +9.1% | +112.2% | -103.2% | +6.0% |
| All | +46.9% | +35.1% | +11.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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