+177.2%
DLR vs VSH
+181.9%
-4.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +2.9% | +3.5% | -0.6% | +2.2% |
| 30D | -1.2% | -4.4% | +3.2% | -0.4% |
| 3M | +2.9% | -45.8% | +48.7% | +14.0% |
| 6M | +6.7% | +90.1% | -83.5% | -11.1% |
| YTD | +23.9% | +120.3% | -96.5% | -0.7% |
| 1Y | +18.6% | +112.2% | -93.6% | -4.6% |
| 3Y | +59.7% | +36.6% | +23.1% | +37.0% |
| 5Y | +42.1% | +67.0% | -25.0% | +15.2% |
| All | +177.2% | +181.9% | -4.8% | +88.3% |
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