+164.2%
XLB vs VSH
+117.5%
+46.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +0.5% | -1.6% | +2.1% | +0.3% |
| 30D | +6.9% | -21.3% | +28.2% | +12.4% |
| 3M | -0.2% | -18.9% | +18.7% | +3.2% |
| 6M | +3.3% | -21.4% | +24.7% | +1.6% |
| YTD | +18.0% | +86.8% | -68.8% | -14.8% |
| 1Y | +24.2% | +85.8% | -61.5% | -10.5% |
| 3Y | +44.7% | +30.1% | +14.6% | +11.0% |
| 5Y | +31.6% | +42.8% | -11.2% | -5.5% |
| 10Y | +164.2% | +121.2% | +43.0% | +54.8% |
| All | +164.2% | +117.5% | +46.7% | +54.8% |
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