+554.0%
XYZ vs VSH
+143.8%
+410.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | -1.0% |
| 7D | +12.1% | -12.9% | +25.1% | +18.2% |
| 30D | +12.4% | -36.9% | +49.2% | +36.2% |
| 3M | +8.2% | -28.8% | +36.9% | +21.1% |
| 6M | +20.7% | -30.3% | +51.0% | +20.6% |
| YTD | +31.3% | +62.4% | -31.0% | -24.2% |
| 1Y | +20.5% | +62.5% | -42.0% | -30.9% |
| 3Y | +72.6% | +7.4% | +65.2% | +17.4% |
| 5Y | -64.0% | +25.4% | -89.4% | -77.5% |
| 10Y | +601.8% | +102.6% | +499.2% | +221.5% |
| All | +554.0% | +143.8% | +410.2% | +177.5% |
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