+151.5%
EXC vs VSH
+170.2%
-18.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +1.2% | +6.2% | -5.0% | +0.4% |
| 30D | -2.7% | -11.1% | +8.4% | -1.4% |
| 3M | -1.0% | -44.9% | +43.9% | +5.7% |
| 6M | -9.3% | +90.0% | -99.2% | -21.7% |
| YTD | +3.6% | +118.8% | -115.2% | -13.3% |
| 1Y | +5.9% | +109.0% | -103.1% | -11.3% |
| 3Y | +21.3% | +35.6% | -14.4% | +7.8% |
| 5Y | +46.2% | +66.7% | -20.5% | +19.0% |
| 10Y | +151.5% | +167.9% | -16.5% | +62.4% |
| All | +151.5% | +170.2% | -18.8% | +62.4% |
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