-68.9%
XYZ vs VSH
+64.7%
-133.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.2% | -2.6% |
| 7D | -1.0% | +4.1% | -5.0% | -2.6% |
| 30D | -1.7% | -4.2% | +2.4% | -0.7% |
| 3M | +16.7% | -50.0% | +66.7% | +51.3% |
| 6M | +26.9% | +80.2% | -53.3% | -22.4% |
| YTD | +27.1% | +121.1% | -93.9% | -33.1% |
| 1Y | +9.3% | +112.0% | -102.7% | -42.0% |
| 3Y | +42.3% | +22.5% | +19.7% | +11.5% |
| All | -68.9% | +64.7% | -133.5% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling