+124.6%
XLP vs VSH
+95.6%
+29.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.8% |
| 7D | +0.7% | -12.9% | +13.7% | +1.7% |
| 30D | +10.3% | -36.9% | +47.1% | +14.3% |
| 3M | +6.5% | -28.8% | +35.3% | +8.8% |
| 6M | +8.4% | -30.3% | +38.7% | +7.8% |
| YTD | +18.2% | +62.4% | -44.2% | +4.0% |
| 1Y | +22.4% | +62.5% | -40.1% | +7.6% |
| 3Y | +41.9% | +7.4% | +34.5% | +28.9% |
| 5Y | +40.9% | +25.4% | +15.4% | +22.0% |
| All | +124.6% | +95.6% | +29.0% | +74.6% |
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