+577.6%
XYZ vs VSH
+176.6%
+401.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +13.4% | -9.8% | -2.7% |
| 7D | +14.9% | +3.5% | +11.4% | +11.3% |
| 30D | +14.7% | -22.4% | +37.1% | +25.7% |
| 3M | +12.1% | -25.2% | +37.3% | +22.8% |
| 6M | +18.3% | -22.5% | +40.9% | +12.3% |
| YTD | +36.1% | +84.2% | -48.1% | -26.2% |
| 1Y | +35.3% | +87.1% | -51.8% | -27.8% |
| 3Y | +73.5% | +31.7% | +41.8% | +5.0% |
| 5Y | -61.6% | +42.6% | -104.2% | -77.5% |
| 10Y | +638.0% | +116.6% | +521.4% | +225.8% |
| All | +577.6% | +176.6% | +401.0% | +170.0% |
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