+250.2%
XLI vs VSH
+179.3%
+70.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.3% | +3.1% | -5.4% | -3.2% |
| 30D | -8.2% | -5.7% | -2.4% | -6.8% |
| 3M | +0.8% | -42.5% | +43.2% | +15.5% |
| 6M | +0.8% | +82.7% | -81.8% | -23.1% |
| YTD | +10.5% | +118.2% | -107.7% | -21.3% |
| 1Y | +14.1% | +109.7% | -95.5% | -18.5% |
| 3Y | +68.6% | +35.3% | +33.3% | +33.3% |
| 5Y | +80.4% | +65.6% | +14.8% | +27.4% |
| All | +250.2% | +179.3% | +70.9% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling