+14.1%
XLI vs VSH
+109.0%
-94.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.3% | +3.1% | -5.4% | -2.7% |
| 30D | -8.2% | -5.7% | -2.4% | -7.5% |
| 3M | +0.8% | -42.5% | +43.2% | +7.4% |
| 6M | +0.8% | +82.7% | -81.8% | -14.1% |
| YTD | +10.5% | +118.2% | -107.7% | -9.4% |
| 1Y | +14.1% | +109.7% | -95.5% | -6.3% |
| All | +14.1% | +109.0% | -94.9% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling