+2,271.9%
D vs VSH
+1,674.8%
+597.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -1.8% |
| 7D | +0.4% | +4.1% | -3.6% | +0.1% |
| 30D | -3.6% | -4.2% | +0.6% | -3.3% |
| 3M | -1.0% | -50.0% | +49.0% | +3.8% |
| 6M | +6.3% | +80.2% | -73.9% | -0.6% |
| YTD | +14.7% | +121.1% | -106.4% | +5.2% |
| 1Y | +16.9% | +112.0% | -95.1% | +7.3% |
| 3Y | +56.8% | +22.5% | +34.3% | +48.3% |
| 5Y | +5.2% | +64.0% | -58.8% | -3.7% |
| 10Y | +35.9% | +170.4% | -134.5% | +16.7% |
| All | +2,271.9% | +1,674.8% | +597.1% | +1,452.5% |
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