+164.5%
XLB vs VSH
+172.7%
-8.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -2.9% | +3.5% | -6.5% | -3.9% |
| 30D | -3.4% | -4.4% | +1.0% | -2.4% |
| 3M | +1.6% | -45.8% | +47.4% | +17.9% |
| 6M | +3.6% | +90.1% | -86.5% | -22.5% |
| YTD | +14.2% | +120.3% | -106.1% | -19.5% |
| 1Y | +15.6% | +112.2% | -96.6% | -18.4% |
| 3Y | +33.1% | +36.6% | -3.5% | +4.3% |
| 5Y | +35.0% | +67.0% | -32.0% | -5.1% |
| 10Y | +164.5% | +179.5% | -14.9% | +40.4% |
| All | +164.5% | +172.7% | -8.2% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling