+135.4%
XLP vs VSH
+117.5%
+17.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | 0.0% |
| 7D | +2.3% | -1.6% | +3.9% | +2.3% |
| 30D | +9.1% | -21.3% | +30.4% | +10.9% |
| 3M | +7.9% | -18.9% | +26.8% | +9.0% |
| 6M | +9.6% | -21.4% | +31.0% | +8.0% |
| YTD | +19.4% | +86.8% | -67.4% | +3.8% |
| 1Y | +22.4% | +85.8% | -63.4% | +6.3% |
| 3Y | +43.2% | +30.1% | +13.0% | +27.3% |
| 5Y | +42.6% | +42.8% | -0.2% | +22.2% |
| 10Y | +135.4% | +121.2% | +14.2% | +81.3% |
| All | +135.4% | +117.5% | +17.9% | +81.3% |
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