+425.1%
XLF vs VSH
+528.0%
-102.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.6% |
| 7D | +1.2% | +26.2% | -25.0% | -5.6% |
| 30D | +6.2% | -12.5% | +18.7% | +8.3% |
| 3M | +0.9% | -16.9% | +17.8% | +3.3% |
| 6M | +13.6% | -17.0% | +30.6% | +10.3% |
| YTD | +7.6% | +93.8% | -86.2% | -20.5% |
| 1Y | +10.2% | +99.3% | -89.2% | -19.5% |
| 3Y | +79.8% | +35.0% | +44.8% | +39.0% |
| 5Y | +58.0% | +45.8% | +12.2% | +17.0% |
| 10Y | +222.8% | +127.1% | +95.7% | +100.2% |
| All | +425.1% | +528.0% | -102.9% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling