+1,163.5%
C vs VSH
+1,674.8%
-511.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.8% |
| 7D | +3.6% | +4.1% | -0.4% | +2.1% |
| 30D | +0.1% | -4.2% | +4.2% | +1.0% |
| 3M | +2.4% | -50.0% | +52.4% | +25.4% |
| 6M | +24.9% | +80.2% | -55.2% | -5.1% |
| YTD | +19.8% | +121.1% | -101.3% | -15.9% |
| 1Y | +44.9% | +112.0% | -67.1% | +2.1% |
| 3Y | +263.0% | +22.5% | +240.5% | +195.7% |
| 5Y | +129.5% | +64.0% | +65.5% | +65.4% |
| 10Y | +291.6% | +170.4% | +121.2% | +134.7% |
| All | +1,163.5% | +1,674.8% | -511.3% | +237.2% |
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