+143.7%
XLC vs VSH
+62.6%
+81.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | -0.5% |
| 7D | +0.5% | +4.8% | -4.3% | -0.7% |
| 30D | +2.1% | -0.7% | +2.8% | +1.9% |
| 3M | +0.7% | -43.1% | +43.7% | +13.2% |
| 6M | -3.2% | +91.8% | -95.0% | -26.2% |
| YTD | -3.8% | +131.6% | -135.4% | -31.6% |
| 1Y | -2.0% | +118.1% | -120.1% | -29.7% |
| 3Y | +71.4% | +40.9% | +30.5% | +35.4% |
| 5Y | +40.7% | +75.8% | -35.1% | -0.4% |
| All | +143.7% | +62.6% | +81.1% | +52.1% |
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