+65.0%
XLF vs VSH
+64.5%
+0.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.9% | +3.1% | -6.0% | -3.4% |
| 30D | -1.6% | -5.7% | +4.1% | -0.9% |
| 3M | +9.3% | -42.5% | +51.7% | +17.9% |
| 6M | +14.6% | +82.7% | -68.1% | -6.3% |
| YTD | +4.7% | +118.2% | -113.5% | -18.5% |
| 1Y | +8.6% | +109.7% | -101.0% | -15.3% |
| 3Y | +73.9% | +35.3% | +38.6% | +48.2% |
| 5Y | +65.0% | +65.6% | -0.6% | +25.7% |
| All | +65.0% | +64.5% | +0.5% | +25.7% |
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