+1,096.1%
XLY vs VSH
+607.1%
+488.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.9% | +3.1% | -6.9% | -4.6% |
| 30D | -6.1% | -5.7% | -0.4% | -5.1% |
| 3M | -1.2% | -42.5% | +41.3% | +10.0% |
| 6M | -1.8% | +82.7% | -84.5% | -19.8% |
| YTD | -5.9% | +118.2% | -124.1% | -27.0% |
| 1Y | -3.1% | +109.7% | -112.8% | -24.6% |
| 3Y | +36.0% | +35.3% | +0.7% | +14.0% |
| 5Y | +27.6% | +65.6% | -38.0% | +1.1% |
| 10Y | +216.8% | +176.8% | +40.0% | +114.1% |
| All | +1,096.1% | +607.1% | +488.9% | +511.2% |
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