+7.8%
D vs VSH
+64.7%
-56.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.9% | -0.6% |
| 7D | +1.5% | +4.1% | -2.6% | +1.2% |
| 30D | -2.6% | -4.2% | +1.6% | -2.4% |
| 3M | 0.0% | -50.0% | +50.0% | +3.4% |
| 6M | +7.4% | +80.2% | -72.8% | +0.6% |
| YTD | +15.9% | +121.1% | -105.2% | +6.6% |
| 1Y | +18.1% | +112.0% | -93.9% | +8.6% |
| 3Y | +58.4% | +22.5% | +35.9% | +51.3% |
| All | +7.8% | +64.7% | -56.9% | -3.2% |
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