+1,477.5%
XLK vs VSH
+613.9%
+863.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.3% | +3.5% | -1.2% | +1.1% |
| 30D | +0.8% | -4.4% | +5.2% | +2.1% |
| 3M | +4.1% | -45.8% | +49.9% | +25.0% |
| 6M | +34.8% | +90.1% | -55.4% | +2.8% |
| YTD | +30.8% | +120.3% | -89.5% | -5.9% |
| 1Y | +42.4% | +112.2% | -69.9% | +2.9% |
| 3Y | +121.8% | +36.6% | +85.2% | +77.7% |
| 5Y | +146.6% | +67.0% | +79.6% | +82.6% |
| 10Y | +804.3% | +179.5% | +624.8% | +430.6% |
| All | +1,477.5% | +613.9% | +863.6% | +565.8% |
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