+200.5%
B vs VSH
+128.2%
+72.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.4% | -9.2% | +2.5% |
| 7D | +11.3% | +3.5% | +7.8% | +10.4% |
| 30D | +2.9% | -22.4% | +25.4% | +5.7% |
| 3M | -2.9% | -25.2% | +22.3% | -0.1% |
| 6M | -1.2% | -22.5% | +21.3% | +0.3% |
| YTD | -1.3% | +84.2% | -85.5% | -9.5% |
| 1Y | +30.4% | +87.1% | -56.7% | +19.3% |
| 3Y | +195.3% | +31.7% | +163.6% | +176.2% |
| 5Y | +146.2% | +42.6% | +103.6% | +127.3% |
| 10Y | +200.5% | +116.6% | +83.9% | +169.2% |
| All | +200.5% | +128.2% | +72.2% | +169.2% |
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