+32.9%
XLV vs VSH
+62.1%
-29.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.1% | +8.1% | +2.9% |
| 7D | +5.5% | -13.6% | +19.2% | +5.0% |
| 30D | +13.3% | -30.4% | +43.7% | +12.0% |
| 3M | +17.4% | -33.3% | +50.7% | +16.2% |
| 6M | +32.1% | -15.1% | +47.2% | +26.7% |
| YTD | +24.0% | +80.2% | -56.2% | +11.4% |
| 1Y | +32.9% | +63.4% | -30.5% | +20.1% |
| All | +32.9% | +62.1% | -29.2% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling