+429.4%
XLF vs VSH
+501.6%
-72.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +2.0% |
| 7D | +2.7% | +14.3% | -11.7% | -1.5% |
| 30D | +7.6% | -7.9% | +15.5% | +8.3% |
| 3M | +1.1% | -19.9% | +20.9% | +4.5% |
| 6M | +15.9% | -30.5% | +46.4% | +19.0% |
| YTD | +8.4% | +85.7% | -77.2% | -18.9% |
| 1Y | +12.5% | +98.9% | -86.4% | -17.8% |
| 3Y | +81.6% | +32.1% | +49.5% | +41.1% |
| 5Y | +59.3% | +39.7% | +19.6% | +19.3% |
| 10Y | +225.4% | +117.6% | +107.9% | +104.1% |
| All | +429.4% | +501.6% | -72.2% | +136.4% |
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