+977.1%
BE vs VSH
+46.8%
+930.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.3% |
| 7D | +23.9% | +3.5% | +20.4% | +21.0% |
| 30D | +27.8% | -4.4% | +32.2% | +31.4% |
| 3M | +3.7% | -45.8% | +49.5% | +56.1% |
| 6M | +78.0% | +90.1% | -12.2% | +8.7% |
| YTD | +209.9% | +120.3% | +89.6% | +71.6% |
| 1Y | +389.6% | +112.2% | +277.4% | +178.9% |
| 3Y | +1,730.6% | +36.6% | +1,694.0% | +1,250.1% |
| 5Y | +1,227.8% | +67.0% | +1,160.8% | +720.6% |
| All | +977.1% | +46.8% | +930.4% | +444.9% |
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