+415.1%
XLF vs VSH
+608.9%
-193.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.1% |
| 7D | +0.2% | +6.2% | -6.0% | -1.6% |
| 30D | -0.5% | -11.1% | +10.6% | +2.4% |
| 3M | +10.6% | -44.9% | +55.6% | +26.6% |
| 6M | +14.3% | +90.0% | -75.7% | -12.0% |
| YTD | +5.5% | +118.8% | -113.3% | -22.7% |
| 1Y | +9.6% | +109.0% | -99.4% | -19.5% |
| 3Y | +75.2% | +35.6% | +39.5% | +39.0% |
| 5Y | +65.5% | +66.7% | -1.2% | +20.8% |
| 10Y | +246.4% | +167.9% | +78.5% | +110.0% |
| All | +415.1% | +608.9% | -193.9% | +125.3% |
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