+364.8%
ALL vs VSH
+172.7%
+192.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -2.2% | +3.5% | -5.7% | -2.7% |
| 30D | -5.6% | -4.4% | -1.2% | -5.1% |
| 3M | +17.2% | -45.8% | +63.1% | +26.6% |
| 6M | +23.2% | +90.1% | -66.9% | +2.1% |
| YTD | +23.6% | +120.3% | -96.7% | -1.5% |
| 1Y | +29.2% | +112.2% | -83.1% | +2.8% |
| 3Y | +153.8% | +36.6% | +117.2% | +115.3% |
| 5Y | +116.1% | +67.0% | +49.1% | +66.7% |
| 10Y | +364.8% | +179.5% | +185.3% | +182.3% |
| All | +364.8% | +172.7% | +192.1% | +182.3% |
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