+998.2%
C vs VSH
+1,203.4%
-205.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -1.4% |
| 7D | -2.4% | -12.9% | +10.5% | +1.7% |
| 30D | -6.0% | -36.9% | +30.9% | +8.3% |
| 3M | -10.5% | -28.8% | +18.2% | -2.3% |
| 6M | -5.7% | -30.3% | +24.6% | -1.4% |
| YTD | +4.1% | +62.4% | -58.2% | -20.6% |
| 1Y | +20.5% | +62.5% | -42.0% | -8.4% |
| 3Y | +208.1% | +7.4% | +200.7% | +156.4% |
| 5Y | +110.4% | +25.4% | +85.0% | +62.7% |
| 10Y | +234.6% | +102.6% | +132.0% | +116.7% |
| All | +998.2% | +1,203.4% | -205.2% | +218.6% |
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