+1,075.5%
XLI vs VSH
+501.6%
+573.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.7% |
| 7D | +3.8% | +14.3% | -10.6% | 0.0% |
| 30D | +1.0% | -7.9% | +8.9% | +2.0% |
| 3M | -8.9% | -19.9% | +10.9% | -5.5% |
| 6M | -2.3% | -30.5% | +28.2% | +1.6% |
| YTD | +9.7% | +85.7% | -76.0% | -13.6% |
| 1Y | +12.3% | +98.9% | -86.6% | -13.3% |
| 3Y | +71.5% | +32.1% | +39.4% | +40.6% |
| 5Y | +70.2% | +39.7% | +30.5% | +35.4% |
| 10Y | +227.5% | +117.6% | +109.9% | +123.3% |
| All | +1,075.5% | +501.6% | +573.9% | +459.8% |
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