+113.6%
C vs VSH
+38.9%
+74.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.1% |
| 7D | +4.2% | +14.3% | -10.2% | +0.2% |
| 30D | +2.0% | -7.9% | +9.8% | +3.0% |
| 3M | -10.1% | -19.9% | +9.7% | -6.7% |
| 6M | +1.0% | -30.5% | +31.5% | +4.3% |
| YTD | +8.5% | +85.7% | -77.2% | -21.8% |
| 1Y | +25.7% | +98.9% | -73.2% | -11.7% |
| 3Y | +216.0% | +32.1% | +183.9% | +143.2% |
| All | +113.6% | +38.9% | +74.7% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling