+73.0%
XLF vs VSH
+33.4%
+39.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -2.9% | +2.8% | -5.6% | -3.2% |
| 30D | -1.6% | -6.0% | +4.4% | -1.1% |
| 3M | +9.3% | -42.6% | +51.9% | +15.1% |
| 6M | +14.6% | +82.1% | -67.5% | -1.6% |
| YTD | +4.7% | +117.5% | -112.8% | -13.3% |
| 1Y | +8.6% | +109.0% | -100.4% | -9.9% |
| All | +73.0% | +33.4% | +39.6% | +53.2% |
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