+508.9%
XLP vs VSH
+616.4%
-107.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.2% |
| 7D | -1.0% | +4.1% | -5.1% | -1.4% |
| 30D | -0.9% | -4.2% | +3.3% | -0.7% |
| 3M | +3.8% | -50.0% | +53.8% | +9.2% |
| 6M | -1.7% | +80.2% | -81.9% | -9.1% |
| YTD | +10.3% | +121.1% | -110.8% | -0.3% |
| 1Y | +7.8% | +112.0% | -104.2% | -2.5% |
| 3Y | +27.2% | +22.5% | +4.7% | +19.2% |
| 5Y | +32.5% | +64.0% | -31.5% | +19.6% |
| 10Y | +101.8% | +170.4% | -68.6% | +69.8% |
| All | +508.9% | +616.4% | -107.4% | +359.0% |
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