-2.3%
XLI vs VSH
-18.4%
+16.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.4% |
| 7D | +4.3% | +26.2% | -21.9% | +1.6% |
| 30D | +0.5% | -12.5% | +13.0% | +1.1% |
| 3M | -8.6% | -16.9% | +8.3% | -7.7% |
| 6M | -2.3% | -17.0% | +14.7% | -2.9% |
| All | -2.3% | -18.4% | +16.0% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling