-28.3%
DOW vs VSH
+54.3%
-82.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.8% | -5.4% | +1.3% |
| 7D | -0.5% | +12.8% | -13.3% | -3.8% |
| 30D | +15.7% | -9.0% | +24.7% | +16.8% |
| 3M | +5.3% | -12.2% | +17.5% | +6.2% |
| 6M | -14.2% | -15.9% | +1.7% | -19.3% |
| YTD | +43.9% | +103.2% | -59.3% | -7.2% |
| 1Y | +53.1% | +108.4% | -55.4% | -2.6% |
| 3Y | -21.8% | +41.6% | -63.4% | -45.7% |
| 5Y | -28.3% | +54.6% | -82.9% | -54.4% |
| All | -28.3% | +54.3% | -82.6% | -54.4% |
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