+640.9%
XLU vs VSH
+613.9%
+27.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +0.6% | +3.5% | -2.9% | +0.2% |
| 30D | -0.4% | -4.4% | +3.9% | 0.0% |
| 3M | -1.7% | -45.8% | +44.1% | +4.6% |
| 6M | -7.1% | +90.1% | -97.3% | -16.7% |
| YTD | +1.9% | +120.3% | -118.4% | -10.6% |
| 1Y | +6.1% | +112.2% | -106.1% | -6.9% |
| 3Y | +48.8% | +36.6% | +12.2% | +34.9% |
| 5Y | +43.8% | +67.0% | -23.2% | +25.5% |
| 10Y | +143.2% | +179.5% | -36.3% | +91.8% |
| All | +640.9% | +613.9% | +27.0% | +359.3% |
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