-28.1%
DT vs VSH
+65.5%
-93.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -4.9% | +6.2% | -11.1% | -5.9% |
| 30D | +2.7% | -11.1% | +13.8% | +4.5% |
| 3M | +20.0% | -44.9% | +64.9% | +32.1% |
| 6M | +28.0% | +90.0% | -61.9% | -2.6% |
| YTD | +16.0% | +118.8% | -102.8% | -17.2% |
| 1Y | +0.7% | +109.0% | -108.3% | -27.6% |
| 3Y | +6.2% | +35.6% | -29.5% | -13.2% |
| 5Y | -28.1% | +66.7% | -94.8% | -51.0% |
| All | -28.1% | +65.5% | -93.6% | -51.0% |
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