+133.6%
XLC vs VSH
+36.1%
+97.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | +0.1% |
| 7D | +3.1% | +26.2% | -23.1% | -2.5% |
| 30D | -4.2% | -12.5% | +8.3% | -2.4% |
| 3M | -2.1% | -16.9% | +14.8% | 0.0% |
| 6M | -6.6% | -17.0% | +10.4% | -10.1% |
| YTD | -7.8% | +93.8% | -101.6% | -32.9% |
| 1Y | -4.1% | +99.3% | -103.4% | -31.0% |
| 3Y | +62.6% | +35.0% | +27.6% | +24.8% |
| 5Y | +39.6% | +45.8% | -6.2% | +1.6% |
| All | +133.6% | +36.1% | +97.5% | +49.2% |
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