-35.9%
DOW vs VSH
+67.3%
-103.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -6.0% | +3.5% | -9.5% | -7.0% |
| 30D | -2.7% | -4.4% | +1.6% | -1.8% |
| 3M | -10.5% | -45.8% | +35.3% | +4.0% |
| 6M | -12.4% | +90.1% | -102.6% | -39.4% |
| YTD | +30.0% | +120.3% | -90.3% | -16.5% |
| 1Y | +27.8% | +112.2% | -84.4% | -17.2% |
| 3Y | -34.9% | +36.6% | -71.5% | -52.8% |
| 5Y | -35.9% | +67.0% | -102.9% | -59.0% |
| All | -35.9% | +67.3% | -103.1% | -59.0% |
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