+210.9%
AA vs VSH
+1,203.4%
-992.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +0.9% |
| 7D | +0.9% | -12.9% | +13.8% | +5.3% |
| 30D | -6.7% | -36.9% | +30.2% | +8.4% |
| 3M | -16.3% | -28.8% | +12.4% | -7.9% |
| 6M | -37.1% | -30.3% | -6.8% | -32.9% |
| YTD | -25.0% | +62.4% | -87.4% | -41.9% |
| 1Y | +8.6% | +62.5% | -53.9% | -15.8% |
| 3Y | +57.2% | +7.4% | +49.8% | +37.9% |
| 5Y | -13.0% | +25.4% | -38.5% | -27.5% |
| 10Y | +65.5% | +102.6% | -37.1% | +22.0% |
| All | +210.9% | +1,203.4% | -992.5% | +30.1% |
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