+39.5%
XLC vs VSH
+41.5%
-2.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.4% | -11.0% | +0.3% |
| 7D | +7.1% | +3.5% | +3.6% | +6.0% |
| 30D | -2.7% | -22.4% | +19.7% | +0.6% |
| 3M | -3.2% | -25.2% | +22.0% | +0.2% |
| 6M | -7.7% | -22.5% | +14.9% | -9.7% |
| YTD | -8.0% | +84.2% | -92.2% | -29.1% |
| 1Y | -3.1% | +87.1% | -90.1% | -25.9% |
| 3Y | +64.9% | +31.7% | +33.2% | +32.4% |
| 5Y | +39.5% | +42.6% | -3.1% | +1.4% |
| All | +39.5% | +41.5% | -2.0% | +1.4% |
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