+368.4%
ALL vs VSH
+117.5%
+250.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.7% |
| 7D | -0.1% | -1.6% | +1.4% | -0.3% |
| 30D | +13.8% | -21.3% | +35.1% | +16.6% |
| 3M | -2.8% | -18.9% | +16.1% | -1.4% |
| 6M | +23.7% | -21.4% | +45.1% | +20.5% |
| YTD | +27.3% | +86.8% | -59.6% | +2.4% |
| 1Y | +30.5% | +85.8% | -55.2% | +4.9% |
| 3Y | +113.0% | +30.1% | +82.9% | +76.3% |
| 5Y | +157.6% | +42.8% | +114.8% | +100.4% |
| 10Y | +368.4% | +121.2% | +247.2% | +197.1% |
| All | +368.4% | +117.5% | +250.9% | +197.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling