+72.6%
XYZ vs VSH
+6.8%
+65.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.4% |
| 7D | +12.1% | -12.9% | +25.1% | +15.1% |
| 30D | +12.4% | -36.9% | +49.2% | +23.7% |
| 3M | +8.2% | -28.8% | +36.9% | +14.6% |
| 6M | +20.7% | -30.3% | +51.0% | +19.2% |
| YTD | +31.3% | +62.4% | -31.0% | -8.5% |
| 1Y | +20.5% | +62.5% | -42.0% | -16.3% |
| 3Y | +72.6% | +7.4% | +65.2% | +44.9% |
| All | +72.6% | +6.8% | +65.8% | +44.9% |
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