+145.5%
XLK vs VSH
+64.1%
+81.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.4% | +3.1% | -3.5% | -1.5% |
| 30D | -0.5% | -5.7% | +5.2% | +1.3% |
| 3M | +5.0% | -42.5% | +47.5% | +24.3% |
| 6M | +32.9% | +82.7% | -49.8% | -0.5% |
| YTD | +29.0% | +118.2% | -89.3% | -10.9% |
| 1Y | +37.8% | +109.7% | -71.8% | -4.1% |
| 3Y | +118.7% | +35.3% | +83.4% | +75.2% |
| All | +145.5% | +64.1% | +81.4% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling