+193.4%
B vs VSH
+170.2%
+23.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.3% |
| 7D | +2.3% | +6.2% | -3.9% | +1.5% |
| 30D | +1.4% | -11.1% | +12.5% | +2.8% |
| 3M | +12.2% | -44.9% | +57.1% | +19.6% |
| 6M | -2.1% | +90.0% | -92.1% | -10.2% |
| YTD | +2.9% | +118.8% | -115.9% | -7.2% |
| 1Y | +55.3% | +109.0% | -53.7% | +40.5% |
| 3Y | +198.7% | +35.6% | +163.0% | +178.7% |
| 5Y | +153.8% | +66.7% | +87.1% | +130.4% |
| 10Y | +193.4% | +167.9% | +25.5% | +135.5% |
| All | +193.4% | +170.2% | +23.2% | +135.5% |
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