+222.7%
B vs VSH
+141.4%
+81.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -2.7% |
| 7D | -2.7% | +12.8% | -15.4% | -4.4% |
| 30D | -4.3% | -9.0% | +4.7% | -3.7% |
| 3M | -2.3% | -12.2% | +9.9% | -1.5% |
| 6M | -16.2% | -15.9% | -0.3% | -15.9% |
| YTD | -8.8% | +103.2% | -112.1% | -17.4% |
| 1Y | +11.4% | +108.4% | -97.1% | +0.5% |
| 3Y | +174.3% | +41.6% | +132.7% | +154.0% |
| 5Y | +116.2% | +54.6% | +61.6% | +97.3% |
| 10Y | +222.7% | +138.2% | +84.6% | +190.8% |
| All | +222.7% | +141.4% | +81.3% | +190.8% |
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