+0.1%
DOW vs VSH
+54.9%
-54.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +1.2% |
| 7D | +5.2% | +14.3% | -9.1% | -0.5% |
| 30D | +13.2% | -7.9% | +21.0% | +13.7% |
| 3M | +10.1% | -19.9% | +29.9% | +14.6% |
| 6M | -13.1% | -30.5% | +17.5% | -12.8% |
| YTD | +46.1% | +85.7% | -39.5% | -15.8% |
| 1Y | +50.0% | +98.9% | -48.9% | -17.0% |
| 3Y | -20.2% | +32.1% | -52.3% | -49.0% |
| 5Y | -27.7% | +39.7% | -67.4% | -58.2% |
| All | +0.1% | +54.9% | -54.8% | -53.1% |
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