+7,463.6%
CI vs VSH
+1,674.8%
+5,788.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -2.1% |
| 7D | +1.3% | +4.1% | -2.8% | +0.6% |
| 30D | +4.4% | -4.2% | +8.6% | +4.9% |
| 3M | +0.7% | -50.0% | +50.6% | +10.9% |
| 6M | +0.3% | +80.2% | -79.8% | -13.2% |
| YTD | +3.8% | +121.1% | -117.3% | -13.8% |
| 1Y | -5.5% | +112.0% | -117.5% | -21.3% |
| 3Y | +8.1% | +22.5% | -14.4% | -4.3% |
| 5Y | +42.8% | +64.0% | -21.2% | +17.8% |
| 10Y | +143.9% | +170.4% | -26.5% | +78.6% |
| All | +7,463.6% | +1,674.8% | +5,788.7% | +2,984.5% |
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 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