+29.5%
XLB vs VSH
+62.1%
-32.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.1% | +7.6% | +2.8% |
| 7D | +3.9% | -13.6% | +17.6% | +4.8% |
| 30D | +8.9% | -30.4% | +39.2% | +11.4% |
| 3M | +4.1% | -33.3% | +37.4% | +6.6% |
| 6M | +7.3% | -15.1% | +22.4% | +4.1% |
| YTD | +20.4% | +80.2% | -59.8% | +1.9% |
| 1Y | +29.5% | +63.4% | -33.8% | +11.2% |
| All | +29.5% | +62.1% | -32.5% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling