+169.4%
XLV vs VSH
+196.4%
-27.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.1% |
| 7D | -3.6% | +4.8% | -8.3% | -4.3% |
| 30D | -1.8% | -0.7% | -1.1% | -2.0% |
| 3M | +7.8% | -43.1% | +50.8% | +16.3% |
| 6M | +9.1% | +91.8% | -82.7% | -9.0% |
| YTD | +7.7% | +131.6% | -123.9% | -14.1% |
| 1Y | +20.4% | +118.1% | -97.7% | -3.4% |
| 3Y | +30.8% | +40.9% | -10.1% | +11.6% |
| 5Y | +34.6% | +75.8% | -41.1% | +5.8% |
| All | +169.4% | +196.4% | -27.0% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling