+34.1%
XLP vs VSH
+64.7%
-30.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -0.9% |
| 7D | -1.0% | +4.1% | -5.1% | -1.2% |
| 30D | -0.9% | -4.2% | +3.3% | -0.8% |
| 3M | +3.8% | -50.0% | +53.8% | +6.9% |
| 6M | -1.7% | +80.2% | -81.9% | -8.6% |
| YTD | +10.3% | +121.1% | -110.8% | +0.5% |
| 1Y | +7.8% | +112.0% | -104.2% | -1.7% |
| 3Y | +27.2% | +22.5% | +4.7% | +22.8% |
| All | +34.1% | +64.7% | -30.6% | +19.6% |
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 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