+214.8%
B vs VSH
+115.4%
+99.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.1% |
| 7D | -7.3% | +14.3% | -21.7% | -9.0% |
| 30D | -3.3% | -7.9% | +4.5% | -2.9% |
| 3M | -7.8% | -19.9% | +12.1% | -6.0% |
| 6M | -15.5% | -30.5% | +15.0% | -13.1% |
| YTD | -12.3% | +85.7% | -97.9% | -19.7% |
| 1Y | +5.4% | +98.9% | -93.6% | -4.3% |
| 3Y | +165.5% | +32.1% | +133.4% | +148.0% |
| 5Y | +107.0% | +39.7% | +67.4% | +91.1% |
| All | +214.8% | +115.4% | +99.5% | +181.8% |
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