+58.0%
XLF vs VSH
+46.9%
+11.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.1% |
| 7D | +1.2% | +26.2% | -25.0% | -2.3% |
| 30D | +6.2% | -12.5% | +18.7% | +7.5% |
| 3M | +0.9% | -16.9% | +17.8% | +2.4% |
| 6M | +13.6% | -17.0% | +30.6% | +10.0% |
| YTD | +7.6% | +93.8% | -86.2% | -15.6% |
| 1Y | +10.2% | +99.3% | -89.2% | -14.4% |
| 3Y | +79.8% | +35.0% | +44.8% | +47.9% |
| 5Y | +58.0% | +45.8% | +12.2% | +18.0% |
| All | +58.0% | +46.9% | +11.1% | +18.0% |
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