+854.6%
DE vs VSH
+179.3%
+675.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -2.4% | +3.1% | -5.5% | -3.3% |
| 30D | +9.7% | -5.7% | +15.4% | +11.3% |
| 3M | +21.4% | -42.5% | +63.8% | +40.4% |
| 6M | +15.0% | +82.7% | -67.7% | -14.7% |
| YTD | +46.4% | +118.2% | -71.8% | +0.9% |
| 1Y | +45.6% | +109.7% | -64.0% | +0.4% |
| 3Y | +76.8% | +35.3% | +41.5% | +36.4% |
| 5Y | +99.4% | +65.6% | +33.8% | +35.4% |
| All | +854.6% | +179.3% | +675.3% | +395.3% |
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