+3,716.0%
ALL vs VSH
+603.8%
+3,112.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.8% | -2.1% |
| 7D | 0.0% | +4.1% | -4.0% | -0.7% |
| 30D | -1.5% | -4.2% | +2.7% | -1.2% |
| 3M | +23.6% | -50.0% | +73.6% | +36.5% |
| 6M | +22.3% | +80.2% | -57.8% | +3.8% |
| YTD | +26.5% | +121.1% | -94.6% | +2.5% |
| 1Y | +27.0% | +112.0% | -85.0% | +2.9% |
| 3Y | +149.6% | +22.5% | +127.1% | +116.3% |
| 5Y | +118.1% | +64.0% | +54.0% | +74.9% |
| 10Y | +369.0% | +170.4% | +198.6% | +227.1% |
| All | +3,716.0% | +603.8% | +3,112.1% | +1,601.3% |
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 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