+43.4%
XLK vs VSH
+118.1%
-74.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.5% |
| 7D | +0.9% | +4.1% | -3.2% | -0.2% |
| 30D | +0.7% | -4.2% | +4.9% | +1.6% |
| 3M | -2.9% | -50.0% | +47.0% | +14.3% |
| 6M | +34.3% | +80.2% | -45.9% | +11.6% |
| YTD | +30.4% | +121.1% | -90.7% | +2.3% |
| 1Y | +43.4% | +112.0% | -68.6% | +14.2% |
| All | +43.4% | +118.1% | -74.8% | +14.2% |
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 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