+207.0%
C vs VSH
+115.4%
+91.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.6% |
| 7D | +4.2% | +14.3% | -10.2% | -1.7% |
| 30D | +2.0% | -7.9% | +9.8% | +3.2% |
| 3M | -10.1% | -19.9% | +9.7% | -5.3% |
| 6M | +1.0% | -30.5% | +31.5% | +5.5% |
| YTD | +8.5% | +85.7% | -77.2% | -31.3% |
| 1Y | +25.7% | +98.9% | -73.2% | -23.2% |
| 3Y | +216.0% | +32.1% | +183.9% | +116.6% |
| 5Y | +112.3% | +39.7% | +72.6% | +34.2% |
| All | +207.0% | +115.4% | +91.7% | +44.8% |
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