+44.2%
XLU vs VSH
+74.2%
-29.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -0.8% |
| 7D | -1.6% | +4.8% | -6.4% | -2.0% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | -3.2% | -43.1% | +39.9% | +0.8% |
| 6M | -7.0% | +91.8% | -98.7% | -15.5% |
| YTD | +0.6% | +131.6% | -131.0% | -11.0% |
| 1Y | +2.4% | +118.1% | -115.6% | -9.0% |
| 3Y | +46.3% | +40.9% | +5.4% | +35.8% |
| All | +44.2% | +74.2% | -29.9% | +24.7% |
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 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