+37.8%
XLC vs VSH
+65.5%
-27.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | +0.6% | +6.2% | -5.6% | -0.5% |
| 30D | +0.2% | -11.1% | +11.4% | +2.1% |
| 3M | +0.6% | -44.9% | +45.6% | +10.8% |
| 6M | -4.5% | +90.0% | -94.5% | -24.2% |
| YTD | -4.7% | +118.8% | -123.5% | -27.9% |
| 1Y | -1.7% | +109.0% | -110.6% | -25.3% |
| 3Y | +72.3% | +35.6% | +36.6% | +45.1% |
| 5Y | +37.8% | +66.7% | -29.0% | +0.5% |
| All | +37.8% | +65.5% | -27.8% | +0.5% |
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