+11.0%
XLF vs VSH
+38.8%
-27.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.8% | +11.9% | -2.6% |
| 7D | +1.0% | -25.2% | +26.2% | +1.4% |
| 30D | +6.5% | -41.8% | +48.3% | +7.4% |
| 3M | -0.5% | -33.4% | +32.9% | 0.0% |
| 6M | +12.2% | -31.0% | +43.3% | +8.3% |
| YTD | +6.3% | +53.6% | -47.3% | -9.3% |
| 1Y | +11.0% | +46.3% | -35.3% | -4.6% |
| All | +11.0% | +38.8% | -27.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling