+48.4%
D vs VSH
+141.4%
-93.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.2% | -1.2% |
| 7D | -2.4% | +12.8% | -15.2% | -3.6% |
| 30D | +9.0% | -9.0% | +18.0% | +9.4% |
| 3M | +1.0% | -12.2% | +13.1% | +1.4% |
| 6M | +11.0% | -15.9% | +26.9% | +9.6% |
| YTD | +19.8% | +103.2% | -83.5% | +5.2% |
| 1Y | +16.0% | +108.4% | -92.5% | +1.3% |
| 3Y | +74.4% | +41.6% | +32.8% | +56.1% |
| 5Y | +13.5% | +54.6% | -41.0% | -1.5% |
| 10Y | +48.4% | +138.2% | -89.8% | +20.1% |
| All | +48.4% | +141.4% | -93.1% | +20.1% |
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