+207.2%
C vs VSH
+124.9%
+82.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.7% |
| 7D | +4.7% | +26.2% | -21.5% | -5.0% |
| 30D | +0.2% | -12.5% | +12.7% | +3.4% |
| 3M | -9.3% | -16.9% | +7.6% | -5.8% |
| 6M | -0.8% | -17.0% | +16.1% | -5.0% |
| YTD | +8.5% | +93.8% | -85.3% | -32.3% |
| 1Y | +23.1% | +99.3% | -76.2% | -24.5% |
| 3Y | +220.8% | +35.0% | +185.8% | +118.9% |
| 5Y | +112.4% | +45.8% | +66.6% | +32.0% |
| All | +207.2% | +124.9% | +82.3% | +42.5% |
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