+85.5%
DT vs VSH
+97.8%
-12.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.0% | -0.5% |
| 7D | -5.4% | +12.8% | -18.2% | -8.7% |
| 30D | -32.2% | -9.0% | -23.2% | -31.3% |
| 3M | -10.9% | -12.2% | +1.3% | -10.0% |
| 6M | +10.0% | -15.9% | +25.9% | +4.1% |
| YTD | +2.1% | +103.2% | -101.2% | -33.0% |
| 1Y | -5.5% | +108.4% | -113.9% | -38.9% |
| 3Y | -12.4% | +41.6% | -54.0% | -38.7% |
| 5Y | -39.7% | +54.6% | -94.3% | -60.4% |
| All | +85.5% | +97.8% | -12.3% | -5.7% |
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