+286.5%
C vs VSH
+170.2%
+116.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +3.2% | +6.2% | -3.0% | +0.6% |
| 30D | +1.3% | -11.1% | +12.4% | +5.8% |
| 3M | +3.1% | -44.9% | +48.0% | +26.7% |
| 6M | +29.6% | +90.0% | -60.3% | -13.9% |
| YTD | +19.0% | +118.8% | -99.8% | -27.0% |
| 1Y | +45.6% | +109.0% | -63.3% | -10.0% |
| 3Y | +269.3% | +35.6% | +233.6% | +164.4% |
| 5Y | +131.6% | +66.7% | +64.9% | +40.3% |
| 10Y | +286.5% | +167.9% | +118.6% | +67.5% |
| All | +286.5% | +170.2% | +116.3% | +67.5% |
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