+15.2%
D vs VSH
+24.4%
-9.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.7% |
| 7D | +3.0% | -12.9% | +15.9% | +3.4% |
| 30D | +11.5% | -36.9% | +48.3% | +13.4% |
| 3M | +3.7% | -28.8% | +32.5% | +4.8% |
| 6M | +13.5% | -30.3% | +43.8% | +13.1% |
| YTD | +20.7% | +62.4% | -41.6% | +11.9% |
| 1Y | +18.2% | +62.5% | -44.3% | +9.5% |
| 3Y | +73.3% | +7.4% | +65.9% | +63.4% |
| All | +15.2% | +24.4% | -9.2% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling