-10.8%
DOW vs VSH
+84.5%
-95.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.5% | -4.8% |
| 7D | -2.4% | +4.1% | -6.4% | -4.1% |
| 30D | +0.4% | -4.2% | +4.5% | +1.1% |
| 3M | -14.4% | -50.0% | +35.6% | +8.8% |
| 6M | -7.0% | +80.2% | -87.2% | -40.9% |
| YTD | +30.2% | +121.1% | -90.9% | -26.9% |
| 1Y | +29.2% | +112.0% | -82.8% | -26.6% |
| 3Y | -36.7% | +22.5% | -59.2% | -54.2% |
| 5Y | -37.7% | +64.0% | -101.7% | -64.6% |
| All | -10.8% | +84.5% | -95.3% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling