+173.9%
XLE vs VSH
+141.4%
+32.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -6.9% | -0.5% |
| 7D | -0.2% | +12.8% | -13.0% | -4.1% |
| 30D | -4.0% | -9.0% | +5.0% | -2.9% |
| 3M | +4.6% | -12.2% | +16.8% | +5.7% |
| 6M | +12.3% | -15.9% | +28.2% | +6.9% |
| YTD | +44.5% | +103.2% | -58.7% | -2.9% |
| 1Y | +42.4% | +108.4% | -66.0% | -5.7% |
| 3Y | +67.0% | +41.6% | +25.5% | +19.2% |
| 5Y | +161.9% | +54.6% | +107.3% | +69.8% |
| 10Y | +173.9% | +138.2% | +35.7% | +42.6% |
| All | +173.9% | +141.4% | +32.4% | +42.6% |
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 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