+58.1%
XYZ vs VSH
+37.0%
+21.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -3.0% |
| 7D | -2.1% | +26.2% | -28.3% | -7.3% |
| 30D | +7.0% | -12.5% | +19.5% | +9.1% |
| 3M | +5.1% | -16.9% | +22.0% | +7.6% |
| 6M | +14.1% | -17.0% | +31.0% | +8.1% |
| YTD | +26.4% | +93.8% | -67.4% | -15.8% |
| 1Y | +25.1% | +99.3% | -74.3% | -17.9% |
| All | +58.1% | +37.0% | +21.1% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling