+1,920.9%
XEL vs VSH
+1,656.4%
+264.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.6% |
| 7D | +1.3% | +6.2% | -4.9% | +0.8% |
| 30D | -1.5% | -11.1% | +9.6% | -0.7% |
| 3M | -0.2% | -44.9% | +44.7% | +3.9% |
| 6M | -5.4% | +90.0% | -95.4% | -12.0% |
| YTD | +5.6% | +118.8% | -113.1% | -3.1% |
| 1Y | +10.5% | +109.0% | -98.5% | +1.4% |
| 3Y | +49.2% | +35.6% | +13.5% | +39.7% |
| 5Y | +30.1% | +66.7% | -36.6% | +18.7% |
| 10Y | +146.7% | +167.9% | -21.3% | +110.4% |
| All | +1,920.9% | +1,656.4% | +264.5% | +1,169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling