+64.9%
XLC vs VSH
+25.6%
+39.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.4% | -11.0% | +1.2% |
| 7D | +7.1% | +3.5% | +3.6% | +6.5% |
| 30D | -2.7% | -22.4% | +19.7% | -0.9% |
| 3M | -3.2% | -25.2% | +22.0% | -1.2% |
| 6M | -7.7% | -22.5% | +14.9% | -9.2% |
| YTD | -8.0% | +84.2% | -92.2% | -22.7% |
| 1Y | -3.1% | +87.1% | -90.1% | -19.0% |
| 3Y | +64.9% | +31.7% | +33.2% | +38.6% |
| All | +64.9% | +25.6% | +39.2% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling