+30.5%
XEL vs VSH
+64.5%
-34.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -1.2% | +3.1% | -4.3% | -1.3% |
| 30D | -2.9% | -5.7% | +2.8% | -2.7% |
| 3M | -2.7% | -42.5% | +39.8% | -0.9% |
| 6M | -6.5% | +82.7% | -89.2% | -11.3% |
| YTD | +3.6% | +118.2% | -114.6% | -2.9% |
| 1Y | +7.5% | +109.7% | -102.2% | +0.8% |
| 3Y | +46.3% | +35.3% | +11.0% | +41.6% |
| 5Y | +30.5% | +65.6% | -35.1% | +18.1% |
| All | +30.5% | +64.5% | -34.0% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling