+188.3%
B vs VSH
+101.2%
+87.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.2% |
| 7D | +9.6% | -12.9% | +22.5% | +11.1% |
| 30D | +3.5% | -36.9% | +40.4% | +9.1% |
| 3M | -1.6% | -28.8% | +27.2% | +2.0% |
| 6M | -1.7% | -30.3% | +28.6% | +1.2% |
| YTD | -5.3% | +62.4% | -67.7% | -11.7% |
| 1Y | +27.2% | +62.5% | -35.3% | +18.5% |
| 3Y | +166.1% | +7.4% | +158.7% | +154.9% |
| 5Y | +136.5% | +25.4% | +111.1% | +121.9% |
| All | +188.3% | +101.2% | +87.1% | +162.6% |
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