+35.3%
D vs VSH
+170.2%
-135.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +0.8% | +6.2% | -5.4% | +0.1% |
| 30D | -0.7% | -11.1% | +10.4% | +0.3% |
| 3M | +2.1% | -44.9% | +47.0% | +7.5% |
| 6M | +6.8% | +90.0% | -83.1% | -4.2% |
| YTD | +16.5% | +118.8% | -102.3% | +2.3% |
| 1Y | +19.2% | +109.0% | -89.8% | +4.7% |
| 3Y | +61.9% | +35.6% | +26.2% | +47.5% |
| 5Y | +6.5% | +66.7% | -60.2% | -7.7% |
| 10Y | +35.3% | +167.9% | -132.7% | +1.5% |
| All | +35.3% | +170.2% | -135.0% | +1.5% |
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