+30.9%
XLB vs VSH
+41.5%
-10.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.4% | -11.5% | -0.6% |
| 7D | -1.4% | +3.5% | -4.8% | -2.5% |
| 30D | +7.1% | -22.4% | +29.5% | +11.4% |
| 3M | +0.6% | -25.2% | +25.8% | +4.8% |
| 6M | +3.5% | -22.5% | +26.0% | +2.0% |
| YTD | +18.2% | +84.2% | -66.0% | -9.5% |
| 1Y | +25.6% | +87.1% | -61.5% | -4.5% |
| 3Y | +46.7% | +31.7% | +15.0% | +17.8% |
| 5Y | +30.9% | +42.6% | -11.7% | -4.3% |
| All | +30.9% | +41.5% | -10.6% | -4.3% |
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