+36.5%
XLB vs VSH
+65.5%
-29.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -0.2% | +6.2% | -6.5% | -1.5% |
| 30D | -1.7% | -11.1% | +9.4% | +0.4% |
| 3M | +4.4% | -44.9% | +49.3% | +16.7% |
| 6M | +5.0% | +90.0% | -84.9% | -17.3% |
| YTD | +15.5% | +118.8% | -103.3% | -13.4% |
| 1Y | +14.9% | +109.0% | -94.1% | -13.4% |
| 3Y | +34.5% | +35.6% | -1.1% | +12.0% |
| 5Y | +36.5% | +66.7% | -30.2% | +0.3% |
| All | +36.5% | +65.5% | -29.0% | +0.3% |
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