+112.2%
DT vs VSH
+114.4%
-2.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -0.5% | +3.5% | -4.1% | -1.5% |
| 30D | +0.1% | -4.4% | +4.4% | +0.8% |
| 3M | +24.1% | -45.8% | +69.9% | +42.8% |
| 6M | +30.1% | +90.1% | -60.0% | -7.8% |
| YTD | +16.8% | +120.3% | -103.6% | -23.5% |
| 1Y | -0.1% | +112.2% | -112.3% | -34.3% |
| 3Y | +6.8% | +36.6% | -29.7% | -20.4% |
| 5Y | -28.4% | +67.0% | -95.4% | -53.1% |
| All | +112.2% | +114.4% | -2.3% | +7.8% |
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