+604.5%
XYZ vs VSH
+172.7%
+431.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -3.7% | +3.5% | -7.2% | -5.5% |
| 30D | +0.5% | -4.4% | +4.9% | +2.3% |
| 3M | +16.3% | -45.8% | +62.1% | +49.7% |
| 6M | +21.1% | +90.1% | -69.0% | -29.7% |
| YTD | +22.0% | +120.3% | -98.3% | -37.2% |
| 1Y | +5.2% | +112.2% | -107.1% | -45.5% |
| 3Y | +49.6% | +36.6% | +13.0% | -4.3% |
| 5Y | -68.4% | +67.0% | -135.5% | -82.2% |
| 10Y | +604.5% | +179.5% | +425.1% | +193.2% |
| All | +604.5% | +172.7% | +431.8% | +193.2% |
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 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