+561.3%
XLP vs VSH
+397.6%
+163.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.8% | +14.0% | +0.5% |
| 7D | +3.5% | -25.2% | +28.7% | +5.8% |
| 30D | +11.6% | -41.8% | +53.4% | +16.2% |
| 3M | +7.6% | -33.4% | +41.1% | +10.5% |
| 6M | +10.0% | -31.0% | +41.1% | +10.7% |
| YTD | +19.7% | +53.6% | -33.8% | +10.9% |
| 1Y | +23.5% | +46.3% | -22.8% | +14.8% |
| 3Y | +44.0% | -1.0% | +44.9% | +36.1% |
| 5Y | +42.7% | +18.6% | +24.1% | +31.5% |
| 10Y | +131.3% | +91.7% | +39.7% | +99.2% |
| All | +561.3% | +397.6% | +163.7% | +410.7% |
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