+668.0%
BE vs VSH
+23.7%
+644.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | -1.9% |
| 7D | +10.8% | +14.3% | -3.5% | +1.1% |
| 30D | -19.8% | -7.9% | -11.9% | -14.0% |
| 3M | -18.7% | -19.9% | +1.1% | -4.6% |
| 6M | -33.7% | -30.5% | -3.2% | -16.5% |
| YTD | +121.0% | +85.7% | +35.3% | +39.2% |
| 1Y | +85.4% | +98.9% | -13.5% | +11.4% |
| 3Y | +1,709.5% | +32.1% | +1,677.4% | +1,267.9% |
| 5Y | +462.2% | +39.7% | +422.5% | +297.4% |
| All | +668.0% | +23.7% | +644.3% | +342.2% |
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