+192.7%
EXC vs VSH
+124.9%
+67.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | +0.6% |
| 7D | -1.9% | +26.2% | -28.1% | -4.6% |
| 30D | +7.8% | -12.5% | +20.3% | +8.7% |
| 3M | +1.9% | -16.9% | +18.8% | +3.0% |
| 6M | +3.4% | -17.0% | +20.3% | +1.3% |
| YTD | +7.6% | +93.8% | -86.2% | -9.4% |
| 1Y | +2.1% | +99.3% | -97.2% | -14.7% |
| 3Y | +29.6% | +35.0% | -5.4% | +12.4% |
| 5Y | +39.5% | +45.8% | -6.3% | +15.0% |
| All | +192.7% | +124.9% | +67.8% | +105.4% |
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