+803.7%
B vs VSH
+1,674.8%
-871.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.5% |
| 7D | -1.6% | +4.1% | -5.7% | -1.9% |
| 30D | +9.4% | -4.2% | +13.6% | +9.7% |
| 3M | +5.0% | -50.0% | +55.0% | +9.8% |
| 6M | -3.5% | +80.2% | -83.7% | -8.1% |
| YTD | +4.5% | +121.1% | -116.6% | -2.0% |
| 1Y | +67.8% | +112.0% | -44.2% | +57.7% |
| 3Y | +196.7% | +22.5% | +174.2% | +185.8% |
| 5Y | +151.9% | +64.0% | +87.9% | +137.1% |
| 10Y | +202.2% | +170.4% | +31.8% | +170.9% |
| All | +803.7% | +1,674.8% | -871.1% | +756.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling