+911.5%
BE vs VSH
+47.3%
+864.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +2.9% | +4.3% |
| 7D | +20.0% | +4.1% | +15.9% | +16.6% |
| 30D | +7.9% | -4.2% | +12.1% | +10.1% |
| 3M | -13.2% | -50.0% | +36.8% | +38.1% |
| 6M | +53.5% | +80.2% | -26.7% | -2.3% |
| YTD | +191.0% | +121.1% | +69.9% | +60.9% |
| 1Y | +360.5% | +112.0% | +248.5% | +162.9% |
| 3Y | +1,568.0% | +22.5% | +1,545.5% | +1,237.6% |
| 5Y | +1,055.2% | +64.0% | +991.1% | +624.7% |
| All | +911.5% | +47.3% | +864.2% | +410.9% |
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 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