+788.5%
XLK vs VSH
+196.4%
+592.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | -1.0% |
| 7D | +0.2% | +4.8% | -4.6% | -1.6% |
| 30D | -0.6% | -0.7% | +0.1% | -0.7% |
| 3M | +2.6% | -43.1% | +45.6% | +23.4% |
| 6M | +34.0% | +91.8% | -57.8% | -2.8% |
| YTD | +30.7% | +131.6% | -101.0% | -13.0% |
| 1Y | +39.2% | +118.1% | -78.9% | -6.0% |
| 3Y | +120.4% | +40.9% | +79.5% | +68.4% |
| 5Y | +148.8% | +75.8% | +73.0% | +68.9% |
| All | +788.5% | +196.4% | +592.1% | +361.0% |
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